Cramér's estimate for stable processes with power drift

DOI10.1214/19-EJP275zbMath1466.60077arXiv1806.00745OpenAlexW2806432692MaRDI QIDQ2631842

Christophe Profeta, Thomas Simon

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.00745

zbMATH Keywords

stable processextremeslower tail probabilitiespower drift

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Extreme value theory; extremal stochastic processes (60G70) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

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