北京师范大学学报（自然科学版）2017，Vol.53Issue(4)：384-390,7.DOI:10.16360/j.cnki.jbnuns.2017.04.002
格点Lévy过程的指数泛函的渐近行为
Asymptotics of exponential functionals in a lattice Lévy process
宗国纬1
作者信息
- 1. 北京师范大学数学科学学院,100875,北京
- 折叠
摘要
Abstract
We give explicit evaluation of asymptotics of expectation of some exponential functionals in a lattice Lévy process in two regimes.Our method is mainly based on estimate of distribution of lattice Lévy process.关键词
格点Lévy过程/指数泛函/渐近行为Key words
lattice Lévy process/exponential functionals/asymptotic behavior分类
数理科学引用本文复制引用
宗国纬..格点Lévy过程的指数泛函的渐近行为[J].北京师范大学学报（自然科学版）,2017,53(4):384-390,7.
