Functionals of infinitely divisible stochastic processes with exponential tails

DOI10.1016/0304-4149(94)00074-4zbMath0819.60020OpenAlexW2072140221MaRDI QIDQ1890697

Michael Braverman, Gennady Samorodnitsky

Publication date: 23 May 1995

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/8964

zbMATH Keywords

Lévy processesinfinitely divisible distributionssubadditive functionalsLévy measuresexponential probability distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) General theory of stochastic processes (60G07)

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