Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (Q357426): Difference between revisions

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+Mladen Svetoslavov Savov
@@ Property / author: Mladen Svetoslavov Savov / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2013.04.023
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+W2044403606
@@ Property / OpenAlex ID: W2044403606 / rank @@
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@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
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@@ Property / cites work @@
+On subordinators, self-similar Markov processes and some factorizations of the exponential variable
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@@ Property / cites work @@
+Exponential functionals of Lévy processes
@@ Property / cites work: Exponential functionals of Lévy processes / rank @@
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+Q3526632
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+Beta-gamma random variables and intertwining relations between certain Markov processes
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+Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
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+On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
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+Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
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+Q3215519
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+Tail asymptotics for exponential functionals of Lévy processes
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+A Wiener-Hopf type factorization for the exponential functional of Lévy processes
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+Law of the absorption time of some positive self-similar Markov processes
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+Extended factorizations of exponential functionals of Lévy processes
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+Exponential functionals of Brownian motion and related processes
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