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Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case - MaRDI portal

Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656)

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Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case
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    Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (English)
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    11 January 2013
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    convolution equivalent distributions
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    exponential functionals of Levy processes
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    fluctuation theory of Levy processes
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