Publication Cover
Stochastics
An International Journal of Probability and Stochastic Processes
Volume 80, 2008 - Issue 2-3: A Festschrift for Priscilla Greenwood
67
Views
17
CrossRef citations to date
0
Altmetric
Original Articles

A note on the supremum of a stable process

Pages 151-155 | Received 01 Oct 2007, Accepted 27 Nov 2007, Published online: 09 Oct 2008

References

  • Bernyk , V. , Dalang , R.C. and Peskir , G. 2008 . The law of the supremum of a stable Lévy process with no negative jumps . Ann. Probab. , to appear
  • Bertoin , J. 1996 . Lévy Processes , Cambridge : Cambridge University Press .
  • Bingham , N.H. , Goldie , C.G. and Teugels , J. 1987 . Regular Variation , Cambridge : Cambridge University Press .
  • R.C. Dalang, Private Communication (2007)
  • Gradshteyn , I.S. and Ryzhik , I.M. 1965 . Tables of Integrals, Series, and Products , 4th ed. , London : Academic Press .
  • Pitman , E.J.G. 1968 . On the behaviour of he characteristic function of a probability distribution in the neighbourhood of the origin . J. Aust. Math. Soc. (A) , 8 : 422 – 443 .
  • Sato , K-I. 1999 . Lévy Processes and Infinitely Divisible Distributions , Cambridge : Cambridge University Press .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.