| 格点Lévy过程的指数泛函的渐近行为 |
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| 引用本文： | 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. |
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| 作者姓名： | 宗国纬 |
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| 作者单位： | 北京师范大学数学科学学院,100875,北京 |
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| 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.
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| 关 键 词： | 格点Lévy过程 指数泛函 渐近行为 |
Asymptotics of exponential functionals in a lattice Lévy process |
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| ZONG Guowei.Asymptotics of exponential functionals in a lattice Lévy process[J].Journal of Beijing Normal University(Natural Science),2017,53(4):384-390. |
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| Authors: | ZONG Guowei |
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| Institution: | School of Mathematical Sciences,Beijing Normal University |
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| 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. |
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| Keywords: | lattice Lévy process exponential functionals asymptotic behavior |
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