Tail-homogeneity of stationary measures for some multidimensional stochastic recursions
Year of publication: |
2009
|
---|---|
Authors: | Buraczewski, Dariusz ; Damek, Ewa ; Guivarc'h, Yves ; Hulanicki, Andrzej ; Urban, Roman |
Published in: |
Probability theory and related fields. - Berlin : Springer, ISSN 0178-8051, ZDB-ID 165783-5. - Vol. 145.2009, 3/4, p. 385-420
|
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Messung | Measurement |
-
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne, (2008)
-
Bos, Charles S., (2008)
-
Essays on risk measures and stochastic dependence : with applications to insurance and finance
Laeven, Roger Jean Auguste, (2005)
- More ...
-
Convergence to stable laws for a class of multidimensional stochastic recursions
Buraczewski, Dariusz, (2010)
-
Heavy tailed solutions of multivariate smoothing transforms
Buraczewski, Dariusz, (2013)
-
On tails of fixed points of the smoothing transform in the boundary case
Buraczewski, Dariusz, (2009)
- More ...