Author:
Griffin Philip S.,Roberts Dale O.
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Reference21 articles.
1. On the asymptotic behaviour of Lévy processes, Part I: Subexponential and exponential processes;Albin;Stochastic Process. Appl.,2009
2. Processes of normal inverse Gaussian type;Barndorff-Nielsen;Finance Stoch.,1998
3. Lévy Processes;Bertoin,1996
4. Functional limit theorems for Lévy processes satisfying Cramér’s condition;Bertoin;Electron. J. Probab.,2011
5. Cramér’s estimate for Lévy processes;Bertoin;Statist. Probab. Lett.,1994