Far Eastern Mathematical Journal

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Some results of precise asymptotics for Levy processes

Dan Chen, Su Chun

2004, issue 2, P. 205–210

Abstract

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 $\{X(t), t \le 0 \}$.

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

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References

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