On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
- 1 May 1957
- journal article
- Published by JSTOR in Transactions of the American Mathematical Society
- Vol. 85 (1) , 73-87
- https://doi.org/10.2307/1992962
Abstract
References [Enhancements On Off] (What's this?)Keywords
This publication has 3 references indexed in Scilit:
- The Maximum of Sums of Stable Random VariablesTransactions of the American Mathematical Society, 1956
- A Combinatorial Lemma and Its Application to Probability TheoryTransactions of the American Mathematical Society, 1956
- Sur le risque de ruine dans des jeux inéquitablesScandinavian Actuarial Journal, 1942