On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes

Published 2008 View Full Article

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Title
On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes
Authors
Keywords
-
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 119, Issue 1, Pages 281-304
Publisher
Elsevier BV
Online
2008-03-06
DOI
10.1016/j.spa.2008.02.004

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