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Large deviations for power-law thinned Lévy processes

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https://hal.archives-ouvertes.fr/hal-01304927
Contributor : Serena Benassù <>
Submitted on : Wednesday, April 20, 2016 - 2:45:23 PM
Last modification on : Friday, March 27, 2020 - 3:49:54 AM

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  • HAL Id : hal-01304927, version 1

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E. Aïdekon, R. van der Hofstad, S. Kliem, J.S.H. van Leeuwaarden. Large deviations for power-law thinned Lévy processes. Stochastic Processes and their Applications, Elsevier, 2016, 126 (5), pp.1353-1384. ⟨hal-01304927⟩

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