Asymptotics for exponential functionals of random walks
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Publication:6080374
DOI10.1016/j.spa.2023.07.013arXiv2201.02975OpenAlexW4385336845MaRDI QIDQ6080374
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Publication date: 30 October 2023
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.02975
Sums of independent random variables; random walks (60G50) Probability distributions: general theory (60E05) Large deviations (60F10) Local time and additive functionals (60J55)
Cites Work
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