Exact tail asymptotics of the supremum attained by a Lévy process (Q2339545)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact tail asymptotics of the supremum attained by a Lévy process |
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Exact tail asymptotics of the supremum attained by a Lévy process (English)
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1 April 2015
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Lévy process
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maximum value
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tail asymptotics
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second factorization identity
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importance sampling
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