Tail asymptotics for exponential functionals of Lévy processes (Q2490054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail asymptotics for exponential functionals of Lévy processes |
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Tail asymptotics for exponential functionals of Lévy processes (English)
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28 April 2006
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The paper presents rather technical results on the tail asymptotics of some exponential functionals of Lévy processes.
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Breiman's theorem
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Perpetuities
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Subexponential distributions
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Mellin transforms
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Tauberian theorems
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