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arXiv:1805.04040 [math.PR]AbstractReferencesReviewsResources

On the supremum of products of symmetric stable processes

Christophe Profeta

Published 2018-05-10Version 1

We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the same as for only one process, up to some logarithmic terms.

Categories: math.PR
Subjects: 60G52, 60J65
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