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

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On subordinators, self-similar Markov processes and some factorizations of the exponential variable / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential functionals of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3526632 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Beta-gamma random variables and intertwining relations between certain Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-stationary distributions and Yaglom limits of self-similar Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3215519 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tail asymptotics for exponential functionals of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Wiener-Hopf type factorization for the exponential functional of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Law of the absorption time of some positive self-similar Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extended factorizations of exponential functionals of Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential functionals of Brownian motion and related processes / rank
 
Normal rank

Latest revision as of 16:15, 6 July 2024

scientific article
Language Label Description Also known as
English
Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization
scientific article

    Statements

    Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (English)
    0 references
    0 references
    30 July 2013
    0 references
    exponential functional
    0 references
    Wiener-Hopf factorization
    0 references

    Identifiers