• Title of article

    Tail probabilities of subadditive functionals on stable processes with continuous and discrete time

  • Author/Authors

    Braverman، نويسنده , , Michael، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    27
  • From page
    157
  • To page
    183
  • Abstract
    For symmetric stable processes with negative drift and continuous or discrete time the probabilistic tails of the subadditive functionals, acting on sample paths, are investigated. We prove a general result and applying it to examples show how the rate of decay can vary. The proof is based on the series representation of stable processes.
  • Keywords
    Subadditive functional , Asymptotics , Stable process
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2004
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1577427