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On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations - MaRDI portal

On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations (Q1039172)

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On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations
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    On subexponentiality of the Lévy measure of the inverse local time; with applications to penalizations (English)
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    20 November 2009
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    Brownian motion
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    Bessel process
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    hitting time
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    tauberian theorem
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    excursions
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