Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment
type: Item
instance of: scholarly article
zbMATH Open document ID: 1355.60061
author: J. C. Pardo
author: Charline Smadi
author: Sandra Palau
publication date: 2017-01-13T00:00:00Z
full work available at URL: https://arxiv.org/abs/1601.03463
full work available at URL: 13-44.pdf
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 60J80
Mathematics Subject Classification ID: 60K37
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 6674403
zbMATH Keywords: Lévy processes
zbMATH Keywords: exponential functional
zbMATH Keywords: asymptotics
zbMATH Keywords: continuous-state branching processes
zbMATH Keywords: random environment
zbMATH Keywords: explosion probability
zbMATH Keywords: extinction probability
zbMATH Keywords: logistic process
zbMATH Keywords: diffusions
MaRDI profile type: Publication
arXiv ID: 1601.03463
arXiv classification: math.PR
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description: scientific article