On suprema of Lévy processes with light tails (Q963037): Difference between revisions

@@ Property / cites work @@
+On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes
+Normal rank
@@ Property / cites work @@
+The supremum of a process with stationary independent and symmetric increments
+Normal rank
@@ Property / cites work @@
+Suprema of compound Poisson processes with light tails.
+Normal rank
@@ Property / cites work @@
+Functionals of infinitely divisible stochastic processes with exponential tails
+Normal rank
@@ Property / cites work @@
+Approximations for compound Poisson and Pólya processes
+Normal rank
@@ Property / cites work @@
+Uniform saddlepoint approximations
@@ Property / cites work: Uniform saddlepoint approximations / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of a class of infinitely divisible distributions in Hilbert space
+Normal rank
@@ Property / cites work @@
+𝜉-radial processes and random Fourier series
@@ Property / cites work: 𝜉-radial processes and random Fourier series / rank @@
+Normal rank
@@ Property / cites work @@
+Distributions of subadditive functionals of sample paths of infinitely divisible processes
+Normal rank
@@ Property / cites work @@
+On the supremum of an infinitely divisible process
+Normal rank