bernyk.dalang.ea:11:predicting¶
BibTeX Entry:
@article{bernyk.dalang.ea:11:predicting,
author = {Bernyk, Violetta and Dalang, Robert C. and Peskir, Goran},
doi = {10.1214/10-AOP598},
fjournal = {The Annals of Probability},
issn = {0091-1798},
journal = {Ann. Probab.},
mrclass = {60G40 (47G20 60G25 60G51 60J75)},
mrnumber = {2932671},
mrreviewer = {Takis Konstantopoulos},
number = {6},
pages = {2385--2423},
title = {Predicting the ultimate supremum of a stable {L}\'{e}vy process with no negative jumps},
url = {https://doi.org/10.1214/10-AOP598},
volume = {39},
year = {2011}
}