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Dal'nevostochnyi Matematicheskii Zhurnal, 2004, Volume 5, Number 2, Pages 205–210 (Mi dvmg188)  

Some results of precise asymptotics for Lévy processes

Dan Chen, Su Chun

University of Science and Technology of China
References:
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
Document Type: Article
UDC: 519.214.8
MSC: 60F10
Language: English
Citation: Dan Chen, Su Chun, “Some results of precise asymptotics for Lévy processes”, Dal'nevost. Mat. Zh., 5:2 (2004), 205–210
Citation in format AMSBIB
\Bibitem{CheSu04}
\by Dan Chen, Su Chun
\paper Some results of precise asymptotics for L\'evy processes
\jour Dal'nevost. Mat. Zh.
\yr 2004
\vol 5
\issue 2
\pages 205--210
\mathnet{http://mi.mathnet.ru/dvmg188}
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