Tail asymptotics for exponential functionals of Lévy processes

Stochastic Processes and their Applications - Tập 116 Số 2 - Trang 156-177 - 2006
Krishanu Maulik1, Bert Zwart2,3
1EURANDOM, P.O. Box 513, 5600 MB Eindhoven, The Netherlands
2CWI, P.O. Box 94079, 1090 GB Amsterdam, The Netherlands
3Department of Mathematics & Computer Science, Eindhoven University of Technology, P.O. Box 513, 5600 MB Eindhoven, The Netherlands

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