Asymptotics of exponential functionals in a lattice Lévy process

DOI10.16360/J.CNKI.JBNUNS.2017.04.002zbMATH Open1399.60085MaRDI QIDQ4574792FDOQ4574792

Authors: Guowei Zong 

Publication date: 18 July 2018

Recommendations

• Asymptotic results for exponential functionals of Lévy processes
• scientific article; zbMATH DE number 1163909
• Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case
• Tail asymptotics for exponential functionals of Lévy processes
• Distributional properties of exponential functionals of Lévy processes

zbMATH Keywords

asymptotic behaviorexponential functionalslattice Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cited In (3)

• Asymptotics for $$d$$ -Dimensional Lévy-Type Processes
• Tail asymptotics for exponential functionals of Lévy processes
• Asymptotic results for exponential functionals of Lévy processes

This page was built for publication: Asymptotics of exponential functionals in a lattice Lévy process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4574792)