Heavy tails of a Lévy process and its maximum over a random time interval (Q763680)

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Heavy tails of a Lévy process and its maximum over a random time interval
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    title
    Heavy tails of a Lévy process and its maximum over a random time interval (English)
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    author
    Yan Liu
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    publication date
    29 March 2012
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    Mathematics Subject Classification ID
    60G51
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    60E07
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    60F10
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    60G70
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    zbMATH DE Number
    6019650
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    zbMATH Keywords
    heavy-tailed distribution
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    Lévy process
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    maximum
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    tail asymptotics
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