Gapeev, Pavel V. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
determining the best constants in maximal inequalities for a compound Poisson process with linear drift and exponential jumps. …
SFB 649 Discussion Paper 2006-060
On Maximal Inequalities
for some Jump Processes
Pavel V …
K
B
E
R
L
I
N
On maximal inequalities
for some jump processes⁄
PavelV. Gapeev
We …