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| Title: | Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Levy motions |
| Authors: | Samorodnitsky, G.
Grigoriu, M. |
| Keywords: | Operations Research
Industrial Engineering
technical report |
| Issue Date: | Feb-2002 |
| Publisher: | Cornell University Operations Research and Industrial Engineering |
| Citation: | 1327 |
| Abstract: | Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Levy motions |
| URI: | http://hdl.handle.net/1813/9205 |
| Appears in Collections: | ORIE Technical Reports
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