On exponential functionals of Lévy processes (Q495707)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On exponential functionals of Lévy processes |
scientific article |
Statements
On exponential functionals of Lévy processes (English)
0 references
15 September 2015
0 references
Lévy processes
0 references
exponential functionals
0 references
generalized Ornstein-Uhlenbeck process
0 references
Feller process
0 references
stationarity
0 references
infinitesimal generator
0 references
integral mapping
0 references