ZONG Guowei. Asymptotics of exponential functionals in a lattice Lévy proces[J]. Journal of Beijing Normal University(Natural Science), 2017, 53(4): 384-390. DOI: 10.16360/j.cnki.jbnuns.2017.04.002
Citation: ZONG Guowei. Asymptotics of exponential functionals in a lattice Lévy proces[J]. Journal of Beijing Normal University(Natural Science), 2017, 53(4): 384-390. DOI: 10.16360/j.cnki.jbnuns.2017.04.002
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Asymptotics of exponential functionals in a lattice Lévy proces

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  • 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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