Pseudo-Regularly Varying Functions and Generalized Renewal Processes

DOI10.1007/978-3-319-99537-3zbMath1422.60003OpenAlexW2897553376MaRDI QIDQ4686729

V. V. Buldygin, O. I. Klesov, Josef G. Steinebach, Karl-Heinz Indlekofer

Publication date: 4 October 2018

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-99537-3

zbMATH Keywords

stochastic differential equationregular variationgeneralized inverselimit theoremsslow variationrenewal processabsolute continuitySpitzer seriesKaramata theoryrandom walk in multidimensional time

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Renewal theory (60K05)

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