Functional limit theorems for Lévy processes satisfying Cramér's condition
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Publication:428565
DOI10.1214/EJP.V16-930zbMath1244.60049arXiv1104.4733MaRDI QIDQ428565
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4733
Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18) Convergence of probability measures (60B10)
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Sample paths of a Lévy process leading to first passage over high levels in finite time ⋮ Zooming in on a Lévy process at its supremum ⋮ Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions
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