On a class of Lévy processes

Author:

Braverman Michael

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference10 articles.

1. Processes of normal inverse Gaussian type;Barndorff-Nielsen;Finance and Stochast.,1998

2. Bengtsson, M., 2004. On the Asymptotic Behaviour of Lévy Processes. preprint.

3. Suprema and sojourn times of Lévy processes with exponential tails;Braverman;Stochastic Process. Appl.,1997

4. Suprema of compound Poisson processes with light tails;Braverman;Stochastic Process. Appl.,2000

5. Functionals of infinity divisible stochastic processes with exponential tails;Braverman;Stochastic Process. Appl.,1995

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