Passage time and fluctuation calculations for subexponential Lévy processes (Q282543)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Passage time and fluctuation calculations for subexponential Lévy processes |
scientific article; zbMATH DE number 6579704
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Passage time and fluctuation calculations for subexponential Lévy processes |
scientific article; zbMATH DE number 6579704 |
Statements
Passage time and fluctuation calculations for subexponential Lévy processes (English)
0 references
12 May 2016
0 references
Lévy processes
0 references
passage time
0 references
fluctuation theory
0 references
subexponential growth
0 references
limit distributions
0 references
maximum domain of attraction
0 references
overshoot
0 references
regular variation
0 references
undershoot
0 references
0 references
