格点Lévy过程的指数泛函的渐近行为
Asymptotics of exponential functionals in a lattice Lévy process
摘要
精确地给出了2种类型的格点Lévy过程的指数泛函的期望的渐近行为,研究方法主要是对格点Lévy过程的分布的估计.
We give explicit evaluation of asymptotics of expectation of some exponential functionals in a lattice Levy process in two regimes. Our method is mainly based on estimate of distribution of lattice Levy process.
出处
《北京师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2017年第4期384-390,共7页
Journal of Beijing Normal University(Natural Science)
关键词
格点Levy过程
指数泛函
渐近行为
lattice Levy process
exponential functionals
asymptotic behavior
