Extremal behavior of stochastic integrals driven by regularly varying Lévy processes

DOI10.1214/009117906000000548zbMath1121.60029arXivmath/0703802OpenAlexW2023150448MaRDI QIDQ879257

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Publication date: 8 May 2007

Published in: (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0703802

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