Pregled bibliografske jedinice broj: 948025
Asymptotical properties of distributions of isotropic Lévy processes
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 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 948025 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Asymptotical properties of distributions of isotropic Lévy processes
Autori
Kim, Panki ; Mimica, Ante
Izvornik
Stochastic processes and their applications (0304-4149) 128
(2018), 8;
2688-2709
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
isotropic Lévy processes, transition density, subordinators
Sažetak
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
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
HRZZ-IP-2013-11-3526 - Stohastičke metode u analitičkim i primijenjenim problemima (SMAAP) (Vondraček, Zoran, HRZZ - 2013-11) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Profili:
Ante Mimica
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
