Asymptotics of exponential functionals in a lattice Lévy process

DOI10.16360/J.CNKI.JBNUNS.2017.04.002MaRDI QIDQ4574792zbMATH OpenFDO

Authors Guowei Zong

Publication date 18 July 2018

Full work available at URL https://doi.org/10.16360/J.CNKI.JBNUNS.2017.04.002

zbMATH Keywords

asymptotic behaviorexponential functionalslattice Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cited in

(3)

• Asymptotic results for exponential functionals of Lévy processes
• Tail asymptotics for exponential functionals of Lévy processes
• Asymptotics for d -Dimensional Lévy-Type Processes

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