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JOURNALS // Dal'nevostochnyi Matematicheskii Zhurnal // Archive

Dal'nevost. Mat. Zh., 2004 Volume 5, Number 2, Pages 205–210 (Mi dvmg188)

Some results of precise asymptotics for Lévy processes

Dan Chen, Su Chun

University of Science and Technology of China

Abstract: Let $\{X(t),\ t\ge 0\}$ be a Levy processes with $EX(1)=0$ and $EX^2(1)<\infty$. In this paper, we give two precise asymptotic theorems for $\{X(t),\ t\ge 0\}$.

Key words: precise asymptotic, Levy process, stable process, Fuk-Nagaev type inequality.

UDC: 519.214.8

MSC: 60F10

Received: 02.06.2004

Language: English



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