Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Levy motions
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Author
Samorodnitsky, G.
Grigoriu, M.
Abstract
Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Levy motions
Date Issued
2002-02
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1327
Type
technical report