Asymptotical properties of distributions of isotropic Lévy processes (CROSBI ID 253265)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
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
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
nije evidentirano
Podaci o izdanju
128 (8)
2018.
2688-2709
objavljeno
0304-4149
1879-209X
10.1016/j.spa.2017.09.017