Passage time and fluctuation calculations for subexponential Lévy processes (Q282543): Difference between revisions
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Revision as of 12:05, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Passage time and fluctuation calculations for subexponential Lévy processes |
scientific article |
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Passage time and fluctuation calculations for subexponential Lévy processes (English)
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12 May 2016
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Lévy processes
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passage time
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fluctuation theory
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subexponential growth
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limit distributions
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maximum domain of attraction
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overshoot
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regular variation
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undershoot
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