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

@@ Property / author @@
-Mladen Svetoslavov Savov
@@ Property / author: Mladen Svetoslavov Savov / rank @@
-Normal rank
@@ Property / author @@
+Mladen Svetoslavov Savov
@@ Property / author: Mladen Svetoslavov Savov / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6192620
@@ Property / zbMATH DE Number: 6192620 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+exponential functional
@@ Property / zbMATH Keywords: exponential functional / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Wiener-Hopf factorization
@@ Property / zbMATH Keywords: Wiener-Hopf factorization / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2013.04.023
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@@ Property / OpenAlex ID @@
+W2044403606
@@ Property / OpenAlex ID: W2044403606 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+On subordinators, self-similar Markov processes and some factorizations of the exponential variable
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Lévy processes
@@ Property / cites work: Exponential functionals of Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q3526632
@@ Property / cites work: Q3526632 / rank @@
+Normal rank
@@ Property / cites work @@
+Beta-gamma random variables and intertwining relations between certain Markov processes
+Normal rank
@@ Property / cites work @@
+Quasi-stationary distributions and Yaglom limits of self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
+Normal rank
@@ Property / cites work @@
+Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
+Normal rank
@@ Property / cites work @@
+Q3215519
@@ Property / cites work: Q3215519 / rank @@
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for exponential functionals of Lévy processes
+Normal rank
@@ Property / cites work @@
+A Wiener-Hopf type factorization for the exponential functional of Lévy processes
+Normal rank
@@ Property / cites work @@
+Law of the absorption time of some positive self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+Extended factorizations of exponential functionals of Lévy processes
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Brownian motion and related processes
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:357426