A note on a Poissonian functional and a \(q\)-deformed dufresne identity (Q287832): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:03, 30 January 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)
0 references
23 May 2016
0 references
\(q\)-calculus
0 references
\(q\)-gamma random variable
0 references
exponential functionals of compound Poisson process
0 references
\(q\)-analogue of Dufresne's identity for exponential functionals of Brownian motion
0 references
Wiener-Hopf factorization
0 references
