Remarks on suprema of Lévy processes with light tailes
From MaRDI portal
Publication:1284585
DOI10.1016/S0167-7152(98)00244-2zbMATH Open0947.60036MaRDI QIDQ1284585FDOQ1284585
Authors: Michael Braverman 
Publication date: 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Recommendations
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Sample path properties (60G17)
Cites Work
- On the supremum of an infinitely divisible process
- Distributions of subadditive functionals of sample paths of infinitely divisible processes
- Title not available (Why is that?)
- The supremum of a process with stationary independent and symmetric increments
- Suprema and sojourn times of Lévy processes with exponential tails
- Functionals of infinitely divisible stochastic processes with exponential tails
- Extremes of totally skewed stable motion
Cited In (10)
- Suprema of compound Poisson processes with light tails.
- On subexponential tails for the maxima of negatively driven compound renewal and Lévy processes
- Corrigendum to ``On suprema of Lévy processes with light tails
- On suprema of Lévy processes with light tails
- A note on extremes of compound Poisson processes
- On the Asymptotic Behaviour of Superexponential Lévy Processes
- Exact tail asymptotics of the supremum attained by a Lévy process
- On suprema of Lévy processes and application in risk theory
- Maxima of Sums of Heavy-Tailed Random Variables
- Uniform asymptotics for compound Poisson processes with regularly varying jumps and vanishing drift
This page was built for publication: Remarks on suprema of Lévy processes with light tailes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1284585)
