Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
DOI10.3150/21-BEJ1330zbMath1489.60078arXiv1912.04795OpenAlexW3196201145WikidataQ115488541 ScholiaQ115488541MaRDI QIDQ1983635
Publication date: 10 September 2021
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.04795
Lévy processesregular variationbranching processrandom environmentsurvival probabilityexponential functionalconditional limit theorem
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the extinction of continuous state branching processes with catastrophes
- Extended factorizations of exponential functionals of Lévy processes
- Subcritical branching processes in a random environment without the Cramer condition
- On the survival probability for a class of subcritical branching processes in random environment
- Continuous state branching processes in random environment: the Brownian case
- Asymptotics of randomly stopped sums in the presence of heavy tails
- Branching processes in a Lévy random environment
- Modeling teletraffic arrivals by a Poisson cluster process
- Large deviations for random walks under subexponentiality: The big-jump domain
- Exponential functionals of Lévy processes
- Convolution tails, product tails and domains of attraction
- Conditioned limit theorems for some null recurrent Markov processes
- Asymptotics for sums of random variables with local subexponential behaviour
- Limit theorems for subcritical branching processes in random environment.
- Bernstein-gamma functions and exponential functionals of Lévy processes
- Asymptotic results for exponential functionals of Lévy processes
- Criticality for branching processes in random environment
- Continuous-state branching processes in Lévy random environments
- Stochastic equations of non-negative processes with jumps
- Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
- Introductory lectures on fluctuations of Lévy processes with applications.
- Local probabilities for random walks with negative drift conditioned to stay nonnegative
- Scaling limits of population and evolution processes in random environment
- Propriétés asymptotiques des processus de branchement en environnement aléatoire
- Branching diffusions in random environment
- Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment
- Conditioned random walks and Lévy processes
- A Wiener-Hopf type factorization for the exponential functional of Lévy processes
- Conditioned limit theorems for random walks with negative drift
- Conditional limit theorems for asymptotically stable random walks
- On some exponential functionals of Brownian motion
- Subexponentiality and infinite divisibility
- Exponential functionals of Brownian motion and disordered systems
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- Asymptotics for the First Passage Times of Lévy Processes and Random Walks
- On the exponential functional of Markov Additive Processes, and applications to multi-type self-similar fragmentation processes and trees
- On regular variation for infinitely divisible random vectors and additive processes
This page was built for publication: Asymptotic results for heavy-tailed Lévy processes and their exponential functionals
