Asymptotic results for exponential functionals of Lévy processes
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Publication:1683810
DOI10.1016/j.spa.2017.04.005zbMath1386.60170arXiv1601.02363OpenAlexW2963146366WikidataQ115566906 ScholiaQ115566906MaRDI QIDQ1683810
Publication date: 1 December 2017
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.02363
branching processrandom environmentLévy processsurvival probabilityexponential functionalLaplace exponent
Processes with independent increments; Lévy processes (60G51) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)
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