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Asymptotical properties of distributions of isotropic Lévy processes (CROSBI ID 253265)

Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija

Kim, Panki ; Mimica, Ante Asymptotical properties of distributions of isotropic Lévy processes // Stochastic processes and their applications, 128 (2018), 8; 2688-2709. doi: 10.1016/j.spa.2017.09.017

Podaci o odgovornosti

Kim, Panki ; Mimica, Ante

engleski

Asymptotical properties of distributions of isotropic Lévy processes

In this paper, we establish the precise asymptotic behaviors of the tail probability and the transition density of a large class of isotropic Lévy processes when the scaling order is between 0 and 2 including 2. We also obtain the precise asymptotic behaviors of the tail probability of subordinators when the scaling order is between 0 and 1 including 1

isotropic Lévy processes, transition density, subordinators

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Podaci o izdanju

128 (8)

2018.

2688-2709

objavljeno

0304-4149

1879-209X

10.1016/j.spa.2017.09.017

Povezanost rada

Matematika

Poveznice
Indeksiranost