Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment
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Publication:2954465
zbMath1355.60061arXiv1601.03463MaRDI QIDQ2954465
Juan Carlos Pardo, Charline Smadi, Sandra Palau
Publication date: 13 January 2017
Full work available at URL: https://arxiv.org/abs/1601.03463
asymptoticsLévy processesextinction probabilitydiffusionsrandom environmentexponential functionalcontinuous-state branching processeslogistic processexplosion probability
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Sample path properties (60G17) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Limit theorems in probability theory (60F99)
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