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Dal'nevostochnyi Matematicheskii Zhurnal, 2004, Volume 5, Number 2, Pages 205–210
(Mi dvmg188)
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Some results of precise asymptotics for Lévy processes
Dan Chen, Su Chun University of Science and Technology of China
Abstract:
Let $\{X(t),\ t\ge 0\}$ be a Levy processes with $EX(1)=0$ and $EX^2(1)<\infty$. In this paper, we give two precise asymptotic theorems for $\{X(t),\ t\ge 0\}$.
Key words:
precise asymptotic, Levy process, stable process, Fuk-Nagaev type inequality.
Received: 02.06.2004
Citation:
Dan Chen, Su Chun, “Some results of precise asymptotics for Lévy processes”, Dal'nevost. Mat. Zh., 5:2 (2004), 205–210
Linking options:
https://www.mathnet.ru/eng/dvmg188 https://www.mathnet.ru/eng/dvmg/v5/i2/p205
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Abstract page: | 173 | Full-text PDF : | 58 | References: | 47 | First page: | 1 |
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