Browsing Departament d'Economia i Empresa by Author "Yamazato, Makoto"

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Browsing Departament d'Economia i Empresa by Author "Yamazato, Makoto"

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  • Kohatsu, Arturo; Yamazato, Makoto (2003)
    We study the existence of moments and the tail behaviour of the densities of storage processes. We give sufficient conditions for existence and non-existence of moments using the integrability conditions of submultiplicative ...

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