✦ LIBER ✦

Evaluating the small deviation probabilities for subordinated Lévy processes

✍ Scribed by Werner Linde; Zhan Shi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Subordination in the wide sense for Lévy

✍ Thomas Simon 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 186 KB

Exponential convergence in probability f

✍ Shu-lan Hu; Nian Yao 📂 Article 📅 2010 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 197 KB

Limit theorems for small deviation proba

✍ A. N. Frolov 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 274 KB

Drift to Infinity and the Strong Law for

✍ K. B. Erickson; Ross A. Maller 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 154 KB

Ruin probability for Lévy risk process c

✍ Xianghua Zhao; Chuancun Yin 📂 Article 📅 2007 🏛 Higher Education Press and Springer 🌐 English ⚖ 178 KB

Improved convergence rate for the simula

✍ Sylvain Rubenthaler; Magnus Wiktorsson 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 288 KB