Asymptotic results for exponential functionals of Lévy processes

DOI10.1016/j.spa.2017.04.005zbMath1386.60170arXiv1601.02363OpenAlexW2963146366WikidataQ115566906 ScholiaQ115566906MaRDI QIDQ1683810

Wei Xu, Zhenghu Li

Publication date: 1 December 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.02363

zbMATH Keywords

branching processrandom environmentLévy processsurvival probabilityexponential functionalLaplace exponent

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Processes in random environments (60K37) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

Related Items (7)

On the extinction of continuous-state branching processes in random environments ⋮ Bernstein-gamma functions and exponential functionals of Lévy processes ⋮ Asymptotics for exponential functionals of random walks ⋮ Unnamed Item ⋮ Asymptotic results for heavy-tailed Lévy processes and their exponential functionals ⋮ Long time behaviour of continuous-state nonlinear branching processes with catastrophes ⋮ Construction of continuous-state branching processes in varying environments

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