Tail Probabilities of Subadditive Functionals of Lévy Processes
Work
Year: 2002
Type: article
Abstract: We study the tail behavior of the distribution of certain subadditive functionals acting on the sample paths of Lévy processes. The functionals we consider have, roughly speaking, the following proper... more
Cites: 18
Cited by: 18
Related to: 10
FWCI: 2.293
Citation percentile (by year/subfield): 77.29
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze