scientific article; zbMATH DE number 775011
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Publication:4839512
zbMath0828.60030MaRDI QIDQ4839512
Publication date: 12 December 1995
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Extreme value theory; extremal stochastic processes (60G70) Martingales with continuous parameter (60G44)
Related Items (3)
The Joint Law of a Max-Continuous Local Submartingale and Its Maximum ⋮ On joint distributions of the maximum, minimum and terminal value of a continuous uniformly integrable martingale ⋮ The maximum maximum of a martingale with given \(n\) marginals
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