On the law of killed exponential functionals (Q2042822)

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On the law of killed exponential functionals
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    title
    On the law of killed exponential functionals (English)
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    DOI
    10.1214/21-EJP616
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    author
    Anita Behme
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    Alexander M. Lindner
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    Jana Reker
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    publication date
    21 July 2021
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    Mathematics Subject Classification ID
    60E07
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    60E10
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    60G51
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    60J35
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    zbMATH DE Number
    7373496
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    zbMATH Keywords
    density
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    exponential functional
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    generalised Ornstein-Uhlenbeck process
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    infinitesimal generator
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    Killing
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    Lévy processes
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