scientific article; zbMATH DE number 1210415

zbMath0914.60062MaRDI QIDQ4213433

Laurence Marsalle, Jean Bertoin

Publication date: 13 October 1998

Full work available at URL: http://www.numdam.org/item?id=SPS_1998__32__397_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Brownian motion with driftextreme values for a pointwise Poisson process

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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