Some results of precise asymptotics for Levy processes


Dan Chen, Su Chun

2004, 2, . 205210


Let $\{X(t), t \le 0 \}$ be a Levy processes with $EX(1)=0$ and $EX2(1)<\infty$. In this paper, we give two precise asymptotic theorems for $\{X(t), t \le 0 \}$.

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precise asymptotic, Levy process, stable process, Fuk-Nagaev type inequality

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