On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2096247278
@@ Property / OpenAlex ID: W2096247278 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.3856
@@ Property / arXiv ID: 1011.3856 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential functionals of Lévy processes
@@ Property / cites work: Exponential functionals of Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the asymptotic behaviour of increasing self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model
+Normal rank
@@ Property / cites work @@
+Q4395532
@@ Property / cites work: Q4395532 / rank @@
+Normal rank
@@ Property / cites work @@
+Some explicit identities associated with positive self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+The upper envelope of positive self-similar Markov Processes
+Normal rank
@@ Property / cites work @@
+The Asymptotic Expansion of the Meijer G-Function
@@ Property / cites work: The Asymptotic Expansion of the Meijer G-Function / rank @@
+Normal rank
@@ Property / cites work @@
+Q3084090
@@ Property / cites work: Q3084090 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-State Branching Processes and Self-Similarity
+Normal rank
@@ Property / cites work @@
+Wiener-Hopf Factorization for Lévy Processes Having Positive Jumps with Rational Transforms
+Normal rank
@@ Property / cites work @@
+Tail asymptotics for exponential functionals of Lévy processes
+Normal rank
@@ Property / cites work @@
+On the future infimum of positive self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration
+Normal rank
@@ Property / cites work @@
+Law of the absorption time of some positive self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+A law of iterated logarithm for increasing self-similar Markov processes
+Normal rank
@@ Property / cites work @@
+Recurrent extensions of self-similar Markov processes and Cramér's condition
+Normal rank
@@ Property / cites work @@
+Recurrent extensions of self-similar Markov processes and Cramér's condition. II
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:665445