Tail-homogeneity of stationary measures for some multidimensional stochastic recursions

By Dariusz Buraczewski, Ewa Damek, Yves Guivarc'h, A. Hulanicki, Roman Urban. 2009

66 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/e5035a3d963ccda9a34f94e27c07cce4b7597dad

How researchers see this paper

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In Finance

1. Mariusz Mirek

In Mathematical Physics

1. Mariusz Mirek

Citations in the corpus

• Heavy tail phenomenon and convergence to stable laws for iterated Lipschitz maps (2009, methodology): “(H3) was introduced in (4) and the whole proof is based on it.”