On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850)
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scientific article; zbMATH DE number 5509509
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| English | On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes |
scientific article; zbMATH DE number 5509509 |
Statements
On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (English)
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19 February 2009
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CGMY process
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Esscher transform
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exponential distribution
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extreme value theory
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GH process
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GZ process
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infinitely divisible distribution
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Lévy process
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long-tailed distribution
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semi-heavy-tailed distribution
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subexponential distribution
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