{"entities":{"Q2435229":{"pageid":2445972,"ns":120,"title":"Item:Q2435229","lastrevid":57925902,"modified":"2026-04-03T02:55:48Z","type":"item","id":"Q2435229","labels":{"en":{"language":"en","value":"On the density of exponential functionals of L\u00e9vy processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6254549"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$7A23DE8B-765A-4CC3-9DEC-1FC9BB46FCB2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a9776e52f1cb3f2917fe621150738c147a166d43","datavalue":{"value":{"text":"On the density of exponential functionals of L\u00e9vy processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2435229$9EA3DAD6-629B-4DC0-8621-888165A05C12","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b49efa38ca6748d8720d2f0b2c0e5940a17fc6ea","datavalue":{"value":"1305.60035","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2435229$4FF0FCC9-4E88-427C-8623-C327C837797C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f3d0a4dbfe5b3336e5c762d949818d8098a60b24","datavalue":{"value":"10.3150/12-BEJ436","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2435229$FC89CB6B-9F2E-4D6B-A39C-F8F98C16A2EE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"655fa39a67f835f7e3d0f35d1603d37a0f2f9311","datavalue":{"value":{"entity-type":"item","numeric-id":1868457,"id":"Q1868457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$78935070-9E55-419C-B2EC-303A7DA7ED6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"57b050df59d72b082aba85e875a5bf09dccb3ddf","datavalue":{"value":{"entity-type":"item","numeric-id":2255609,"id":"Q2255609"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$29AFB882-DACD-4EA8-B617-AEB552A170C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"160b47513955127b2ed09197711769f65526c465","datavalue":{"value":{"entity-type":"item","numeric-id":333121,"id":"Q333121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$F2697B69-8A89-4730-BDAE-4B2C43366AA4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$7E3E23DC-E42B-4A16-9274-D4413818D5AB","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"573aae04e7f36d2701ee1fde6b6eae8b7ceab41a","datavalue":{"value":{"time":"+2014-02-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2435229$A9010F33-0608-4A41-A9AD-0E1B7D655AC1","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"bf78d6f76335e80c542bc262aa55aa0977a18fb4","datavalue":{"value":"https://arxiv.org/abs/1107.3760","type":"string"},"datatype":"url"},"type":"statement","id":"Q2435229$1CF6A097-212B-48A7-8393-31165982818B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"cceb4d58ffe849cde1fbfcd46df57b452be5f854","datavalue":{"value":"Results for exponential functionals of a L\u00e9vy process \\(\\xi\\) [\\textit{P. Carmona} et al., in: Exponential functionals and principal values related to Brownian motion. A collection of research papers. Madrid: Univ. Aut\u00f3noma de Madrid, Departamento de Matem\u00e1ticas. 73--126 (1997; Zbl 0905.60056); \\textit{J. Bertoin} et al., Lect. Notes Math. 1934, 137--159 (2008; Zbl 1180.60042)] are generalized from \\(\\int_0^\\infty e^{\\xi_s}ds\\) to \\(\\int_0^{e^q} e^{\\xi_s}ds\\), where \\(e^q\\) is an independent exponential r.v.\\ with parameter \\(q \\geq 0\\). In the case where \\(\\xi\\) is the negative of a subordinator, it is proved that the density of this r.v.\\ satisfies an integral equation generalizing that reported by \\textit{P. Carmona} et al. [loc.\\,cit.]. For \\(q = 0\\), the asymptotic behavior at 0 of the density when \\(\\xi\\) is the negative of a subordinator and at \\(\\infty\\) when \\(\\xi\\) is a spectrally positive L\u00e9vy process that drifts to \\(+\\infty\\) is described explicitly. Numerical examples are given.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2435229$17C71FD9-84C5-4C96-9E66-3395BB899FC0","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"5c23d59e7f7c68eb81fb712a4cba4eb9e1c9c70d","datavalue":{"value":{"entity-type":"item","numeric-id":591537,"id":"Q591537"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$19141B6C-A176-4365-9638-76597B3AA45A","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2435229$2DCED9D7-1D04-4CB0-A244-4E425D9FA56A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9c26edc64a90bba56c1183f94fc53f8fb4f27024","datavalue":{"value":"60G18","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2435229$38443CFF-16EB-459E-8BC8-FD7248F74812","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2d662bd4a0a99fc0600e869450838775f3d287e8","datavalue":{"value":"60J99","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2435229$F1C1C8E7-ED3D-4955-9BBD-CF16B5AF51BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"111e6ab7e1421da23c7541a67fc8b00de58fc7a9","datavalue":{"value":"62E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2435229$A2C599FC-3B74-4AE0-95AF-3B9B06CE4295","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1bd8ef5ed57f01049901dadaeab31bae29f1823b","datavalue":{"value":"6254549","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2435229$E030D9D3-C420-4602-8FCD-2E6C2275BE71","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ad2576f3ad8eb4c69ef3d7b7dc45571b1ce910af","datavalue":{"value":"exponential functional","type":"string"},"datatype":"string"},"type":"statement","id":"Q2435229$E6C2D1AC-8FD9-41DB-A4D6-4FA51FCBECA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dfb13729ad115a81f9917d39f8613fbb62057faa","datavalue":{"value":"L\u00e9vy processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2435229$034C4BB1-FA30-4636-B29D-30A5C2175570","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ccf882be70684513fdf9f6f9691523f978d15516","datavalue":{"value":"self-similar Markov processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2435229$BA6D19A1-9558-4165-AEE3-1974BA897B00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1ba6a6d8a8cb85b115c9387a20f80c8cf6445206","datavalue":{"value":"subordinators","type":"string"},"datatype":"string"},"type":"statement","id":"Q2435229$4CEE1B02-D29B-421D-8CFD-AAC76438978D","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$4CCD67F6-F5E3-46DA-932B-BB001B24836F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c4aa81fc26e931c1ade2d7b9663cde967e8b5822","datavalue":{"value":{"entity-type":"item","numeric-id":4888858,"id":"Q4888858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$58BA9A8B-B541-4A9E-BDC4-4D9B3C62DB35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ae6a7784a1ef1f5bb43b4b7afa6c768a4f1d7e0","datavalue":{"value":{"entity-type":"item","numeric-id":3526632,"id":"Q3526632"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$73DA177C-1772-4070-A3EA-27DCF57157C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fa447e72dc0afab2637a2fe97332d6ac6a18dacb","datavalue":{"value":{"entity-type":"item","numeric-id":1860573,"id":"Q1860573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$CF2C4339-2CD3-4131-BB81-A7A9684F4CFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fba1527014bac686f203f064b7941803b34cfe09","datavalue":{"value":{"entity-type":"item","numeric-id":980740,"id":"Q980740"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$230B94D8-F1C4-42A1-8B25-D9A389B6641B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"430c11323fc652bef246c333f3563f188a4261c9","datavalue":{"value":{"entity-type":"item","numeric-id":4726487,"id":"Q4726487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$0F906398-EC5E-4C03-B973-4CF3C77210E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a07abe26dfd902d7122fc60e300a438091a4931f","datavalue":{"value":{"entity-type":"item","numeric-id":1039127,"id":"Q1039127"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$E84E01F9-2F08-44C7-B7FC-F5892BA57A97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b3d7d39455c96f296be6f3a779dcf393e6986c13","datavalue":{"value":{"entity-type":"item","numeric-id":4395532,"id":"Q4395532"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$9882DC5D-C738-48F3-824F-AB68240CBDE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1a84d7ccb8a31bd69ebec045465d4f3d4f87321","datavalue":{"value":{"entity-type":"item","numeric-id":3978168,"id":"Q3978168"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$BBF33603-50BC-422C-8B68-A3712BC7C1F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e984fc3dfd4d81195f87e76805793cf51371f09c","datavalue":{"value":{"entity-type":"item","numeric-id":968771,"id":"Q968771"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$63844351-D4A7-47FC-8CD0-C021B63A5201","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e5d6a878fa16669c2b7deaa6e9bce9f1afdd382f","datavalue":{"value":{"entity-type":"item","numeric-id":713217,"id":"Q713217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$2B8F1587-D88E-4CFD-A3A8-4B95C88F17E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"61fb60d5f41f6b0d5377ecc03957736cfe4fa47b","datavalue":{"value":{"entity-type":"item","numeric-id":665445,"id":"Q665445"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$C7FCE558-4155-40A4-A415-68A3C77FE94B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e040e90a3fe37df9c0e50bacff3964c60ad6ec4c","datavalue":{"value":{"entity-type":"item","numeric-id":657695,"id":"Q657695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$AD0AA255-55A7-44E4-B1AB-690A1C41C7FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b53e03bed29b839ead8ed1173b3c7fc5f84a8591","datavalue":{"value":{"entity-type":"item","numeric-id":1937998,"id":"Q1937998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$0708AD02-C427-42B4-B7FA-26BE06D2C883","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4893a673529ed39469ad63ebbc460dc9e3a58c7","datavalue":{"value":{"entity-type":"item","numeric-id":1039068,"id":"Q1039068"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$B15DFF78-22D6-43A4-86A2-2622FCF386D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d92c594dad3c0c6a2b98a7a82e0b29c5b9af86da","datavalue":{"value":{"entity-type":"item","numeric-id":5182942,"id":"Q5182942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$2622AA52-BF74-4BB7-837D-A1652EA79A48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f344c5405f18a7ed7d5fd54621df8b370c8677e","datavalue":{"value":{"entity-type":"item","numeric-id":2490054,"id":"Q2490054"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$0D5C2E4E-AEFF-486B-ACEB-D2AABF8A217F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f4936c7449d29b9f85ffab08c9eae42f3eddf628","datavalue":{"value":{"entity-type":"item","numeric-id":5485919,"id":"Q5485919"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$5E2BDE99-6A3F-44E6-8C89-AF15C97F6604","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87cd8d0dd261f5c1e01aeb9d14d04596288cef01","datavalue":{"value":{"entity-type":"item","numeric-id":414288,"id":"Q414288"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$89D3CEF8-E269-4CF1-B196-6ED8A5088CB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"96f23631ddd4306b276fc214ba6493f7621d9216","datavalue":{"value":{"entity-type":"item","numeric-id":4464392,"id":"Q4464392"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$56F68DBC-A757-474D-A046-430B1D201192","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f44e828e36f184d7c3ee15ff5125b9ed211fc123","datavalue":{"value":{"entity-type":"item","numeric-id":2565930,"id":"Q2565930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$71FDF371-0438-4C7D-8837-CE4885AFFE2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2435229$83633219-ACB4-4B57-AF6C-6C8110932910","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9663b6352b9182e65c24c73b0391afd7a495592b","datavalue":{"value":{"entity-type":"item","numeric-id":428611,"id":"Q428611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0808e1a0ee124fba81fc914918b1ab77502e9cf4","datavalue":{"value":{"amount":"+0.8743851780891418","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2435229$BF30EAFC-235F-4346-AE00-F7040C04E551","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0f3742ca61f750c8e5d7ee082794ee57f85d6486","datavalue":{"value":{"entity-type":"item","numeric-id":2941800,"id":"Q2941800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ea12d845e3316ffbf7c48d1299b2af6143a7f8e1","datavalue":{"value":{"amount":"+0.8600496053695679","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2435229$5A35F5FE-ABD0-4034-8F04-BAE6D13E46B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0275c70177417c7877432c3a8dffe9d53b2c3fdc","datavalue":{"value":{"entity-type":"item","numeric-id":2218142,"id":"Q2218142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b358af1cedd0a3bbdfdc839eeeb528a39f35d29","datavalue":{"value":{"amount":"+0.8396210074424744","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2435229$C235B499-230D-40D2-B686-D00C80B6B263","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5fea229ea2dc460b43a0186e4c5b5fd198e02257","datavalue":{"value":{"entity-type":"item","numeric-id":4395532,"id":"Q4395532"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d933caa4cfaafad325eb8ceb49fd4e24a40e3303","datavalue":{"value":{"amount":"+0.8356117010116577","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2435229$F5B9CACF-1B83-47BF-96A8-9B32E3C16CD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7f92a53a28dda6de9d1fed9b5ceb7be728be019f","datavalue":{"value":{"entity-type":"item","numeric-id":5270102,"id":"Q5270102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6e0b85e6925c7aec00fb56e2211371ce6da02390","datavalue":{"value":{"amount":"+0.8342115879058838","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2435229$DA10F8E5-1A3F-408F-9F59-FE44E1212B4A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2435229","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2435229"}}}}}