A note on a Poissonian functional and a \(q\)-deformed dufresne identity (Q287832): Difference between revisions
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| Property / Mathematics Subject Classification ID: 33D05 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J27 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / zbMATH DE Number: 6583868 / rank | |||
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\(q\)-calculus | |||
| Property / zbMATH Keywords: \(q\)-calculus / rank | |||
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\(q\)-gamma random variable | |||
| Property / zbMATH Keywords: \(q\)-gamma random variable / rank | |||
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exponential functionals of compound Poisson process | |||
| Property / zbMATH Keywords: exponential functionals of compound Poisson process / rank | |||
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\(q\)-analogue of Dufresne's identity for exponential functionals of Brownian motion | |||
| Property / zbMATH Keywords: \(q\)-analogue of Dufresne's identity for exponential functionals of Brownian motion / rank | |||
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| Property / zbMATH Keywords | |||
Wiener-Hopf factorization | |||
| Property / zbMATH Keywords: Wiener-Hopf factorization / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / arXiv ID: 1406.5695 / rank | |||
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| Property / OpenAlex ID: W2337135308 / rank | |||
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Latest revision as of 09:36, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on a Poissonian functional and a \(q\)-deformed dufresne identity |
scientific article |
Statements
A note on a Poissonian functional and a \(q\)-deformed dufresne identity (English)
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23 May 2016
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\(q\)-calculus
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\(q\)-gamma random variable
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exponential functionals of compound Poisson process
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\(q\)-analogue of Dufresne's identity for exponential functionals of Brownian motion
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Wiener-Hopf factorization
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