Asymptotic results for heavy-tailed Lévy processes and their exponential functionals-Reference-Cited by-同舟云学术

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Asymptotic results for heavy-tailed Lévy processes and their exponential functionals

Published:2021-11-01 Issue:4 Volume:27 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Xu Wei¹

Affiliation:

1. Department of Mathematics, Humboldt-Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Speed of extinction for continuous state branching processes in subcritical Lévy environments: the strongly and intermediate regimes;Latin American Journal of Probability and Mathematical Statistics;2024

2. Speed of extinction for continuous-state branching processes in a weakly subcritical Lévy environment;Journal of Applied Probability;2023-12-01

3. Asymptotics for exponential functionals of random walks;Stochastic Processes and their Applications;2023-11

4. Asymptotics for densities of exponential functionals of subordinators;Bernoulli;2023-11-01

5. Wasserstein-Type Distances of Two-Type Continuous-State Branching Processes in Lévy Random Environments;Journal of Theoretical Probability;2022-12-19

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