Suprema and sojourn times of Lévy processes with exponential tails-Reference-Cited by-同舟云学术

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Suprema and sojourn times of Lévy processes with exponential tails

Published:1997-06 Issue:2 Volume:68 Page:265-283
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Braverman Michael

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. The supremum of a process with stationary, independent and stationary increments;Berman;Stochatric Process Appl.,1986

2. Sojourns and Extremes of Stochastic Processes;Berman,1992

3. Some asymptotic results for transient random walks;Bertoin,1993

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

5. A theorem on sums of independent random variables and its applications to branching random processes;Chistyakov;Theory Probab. Appl.,1964

Cited by 15 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. Sojourn measures of Student and Fisher–Snedecor random fields;Bernoulli;2014-08-01

2. Finite time ruin probabilities for tempered stable insurance risk processes;Insurance: Mathematics and Economics;2013-09

3. Convolution equivalent Lévy processes and first passage times;The Annals of Applied Probability;2013-08-01

4. Path decomposition of ruinous behavior for a general Lévy insurance risk process;The Annals of Applied Probability;2012-08-01

5. Stability of the exit time for Lévy processes;Advances in Applied Probability;2011-09

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