Geodesic
On the joint distribution of $(\sup X-X,\sup X)$ for a Lévy process $X$
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 65 (2010) no. 6, pp. 1189-1191 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{RM_2010_65_6_a8,
     author = {S. S. Sinel'nikov},
     title = {On the joint distribution of $(\sup X-X,\sup X)$ for {a~L\'evy} process~$X$},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {1189--1191},
     year = {2010},
     volume = {65},
     number = {6},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_2010_65_6_a8/}
}
TY  - JOUR
AU  - S. S. Sinel'nikov
TI  - On the joint distribution of $(\sup X-X,\sup X)$ for a Lévy process $X$
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 2010
SP  - 1189
EP  - 1191
VL  - 65
IS  - 6
UR  - http://geodesic.mathdoc.fr/item/RM_2010_65_6_a8/
LA  - en
ID  - RM_2010_65_6_a8
ER  - 
%0 Journal Article
%A S. S. Sinel'nikov
%T On the joint distribution of $(\sup X-X,\sup X)$ for a Lévy process $X$
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 2010
%P 1189-1191
%V 65
%N 6
%U http://geodesic.mathdoc.fr/item/RM_2010_65_6_a8/
%G en
%F RM_2010_65_6_a8
S. S. Sinel'nikov. On the joint distribution of $(\sup X-X,\sup X)$ for a Lévy process $X$. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 65 (2010) no. 6, pp. 1189-1191. http://geodesic.mathdoc.fr/item/RM_2010_65_6_a8/

[1] P. Levi, Stokhasticheskie protsessy i brounovskoe dvizhenie, Nauka, M., 1972, 375 pp. | MR

[2] S. E. Graversen, A. N. Shiryaev, Bernoulli, 6:4 (2000), 615–620 | DOI | MR | Zbl

[3] A. S. Chernyi, A. N. Shiryaev, Teoriya veroyatn. i ee primen., 44:2 (1999), 466–472 | MR | Zbl

[4] A. K. Zvonkin, Matem. sb., 93:1 (1974), 129–149 | MR | Zbl

[5] H. J. Engelbert, V. Kurenok, A. Zalinescu, From stochastic calculus to mathematical finance, Springer, Berlin, 2006, 227–249 | DOI | MR | Zbl