A generalization result regarding the small and large scale behavior of infinitely divisible processes

DOI10.1016/J.JMAA.2012.08.039MaRDI QIDQ691830zbMATH OpenOpenAlexFDO

Authors Jennifer L. Sinclair

Publication date 4 December 2012

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2012.08.039

zbMATH Keywords

infinitely divisible processestempered stable processesLévy processes

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50) Probabilistic potential theory (60J45)

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Cites work

• scientific article; zbMATH DE number 1713116 (Why is no real title available?)
• scientific article; zbMATH DE number 5566166 (Why is no real title available?)
• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• Generalized tempered stable processes
• On Lamperti stable processes
• On layered stable processes
• Small and large scale behavior of the Poissonized telecom process
• Spectral representations of infinitely divisible processes
• Tempering stable processes

Cited in

(2)

• scientific article; zbMATH DE number 97452 (Why is no real title available?)
• Small and large scale asymptotics of some Lévy stochastic integrals

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