Conditional limit theorems for spectrally positive Lévy processes (Q4547103)
From MaRDI portal
scientific article; zbMATH DE number 1785733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional limit theorems for spectrally positive Lévy processes |
scientific article; zbMATH DE number 1785733 |
Statements
Conditional limit theorems for spectrally positive Lévy processes (English)
0 references
25 November 2002
0 references
Lévy process
0 references
spectrally positive
0 references
infinitely divisible
0 references
Skorokhod reflection
0 references
regular variation
0 references
weak convergence
0 references
large deviations
0 references
