On the asymptotic behavior of the density of the supremum of Lévy processes (Q330695)
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scientific article; zbMATH DE number 6643515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the asymptotic behavior of the density of the supremum of Lévy processes |
scientific article; zbMATH DE number 6643515 |
Statements
On the asymptotic behavior of the density of the supremum of Lévy processes (English)
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26 October 2016
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Lévy processes
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density
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past supremum
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asymptotic behaviour
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renewal function
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meander
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