On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes (Q1001850)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behaviour of Lévy processes. I: Subexponential and exponential processes |
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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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