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

DOI10.1016/J.JMAA.2012.08.039zbMATH Open1269.60065OpenAlexW2057992466MaRDI QIDQ691830FDOQ691830

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

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zbMATH Keywords

infinitely divisible processestempered stable processesLévy processes

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Tempering stable processes
• Generalized tempered stable processes
• Spectral representations of infinitely divisible processes
• Title not available (Why is that?)
• Distributions of subadditive functionals of sample paths of infinitely divisible processes
• On Lamperti stable processes
• On layered stable processes
• Small and large scale behavior of the Poissonized telecom process

Cited In (2)

• Title not available (Why is that?)
• Small and large scale asymptotics of some Lévy stochastic integrals

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