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Buffer-overflows: Joint limit laws of undershoots and overshoots of reflected processes
| File | Description | Size | Format | |
|---|---|---|---|---|
 dovus-rsub.pdf | Accepted version | 269.33 kB | Adobe PDF | View/Open |
| Title: | Buffer-overflows: Joint limit laws of undershoots and overshoots of reflected processes |
| Authors: | Mijatović, A Pistorius, M |
| Item Type: | Journal Article |
| Issue Date: | 1-Aug-2015 |
| Date of Acceptance: | 16-Feb-2015 |
| URI: | http://hdl.handle.net/10044/1/21737 |
| DOI: | https://dx.doi.org/10.1016/j.spa.2015.02.007 |
| ISSN: | 0304-4149 |
| Publisher: | Elsevier |
| Start Page: | 2937 |
| End Page: | 2954 |
| Journal / Book Title: | Stochastic Processes and Their Applications |
| Volume: | 125 |
| Issue: | 8 |
| Copyright Statement: | © 2015, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/ |
| Publication Status: | Published |
| Appears in Collections: | Financial Mathematics Pure Mathematics Faculty of Natural Sciences Mathematics |
This item is licensed under a Creative Commons License
