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arXiv · 1805.04040

On the supremum of products of symmetric stable processes

Christophe Profeta
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Abstract

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.

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Christophe Profeta. 2018-05-10. On the supremum of products of symmetric stable processes. https://arxiv.org/abs/1805.04040

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