L¹ Norm of Lévy Processes with Exponential Tails.

DOI10.7146/MATH.SCAND.A-12584MaRDI QIDQ4896569zbMATHOpenAlexFDO

Authors Michael Braverman, Gennady Samorodnitsky

Publication date 26 November 1996

Published in MATHEMATICA SCANDINAVICA (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/167385

zbMATH Keywords

exponential distributionsLévy processesLévy measuretail behavior of the distribution

Mathematics Subject Classification ID

Sample path properties (60G17)

Recommendations

• On a class of Lévy processes
• Functionals of infinitely divisible stochastic processes with exponential tails
• Suprema and sojourn times of Lévy processes with exponential tails

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