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Suprema of compound Poisson processes with light tails
Michael Braverman
Department of Mathematics
Research output
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Contribution to journal
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Article
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peer-review
7
Scopus citations
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Dive into the research topics of 'Suprema of compound Poisson processes with light tails'. Together they form a unique fingerprint.
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Keyphrases
Lvy Processes
100%
Light-tailed
100%
Compound Poisson Process
100%
Decay Rate
50%
Right Tail
50%
Negative Drift
50%
Mathematics
Supremum
100%
Lvy Process
100%
Compound Poisson Process
100%
Lvy Measure
50%