scientific article; zbMATH DE number 2149876

From MaRDI portal
Revision as of 17:11, 7 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:4662397

zbMath1066.60053MaRDI QIDQ4662397

K. Bruce Erickson, Ross A. Maller

Publication date: 30 March 2005


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (29)

Divergence of an integral of a process with small ball estimatePerpetual integrals for Lévy processesPerpetual integral functionals of multidimensional stochastic processesExponential functionals of Markov additive processesDistributions of exponential integrals of independent increment processes related to generalized gamma convolutionsStationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noiseIntegral functionals for spectrally positive Lévy processesPerpetual integrals via random time changesErgodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processesMultivariate generalized Ornstein-Uhlenbeck processesOn the Ruin Problem with Investment When the Risky Asset Is a SemimartingaleOn distributions of exponential functionals of the processes with independent incrementsStochastic processes under constraints. Abstracts from the workshop held September 27 -- October 3, 2020 (hybrid meeting)Continuity properties and the support of killed exponential functionalsOn exponential functionals of Lévy processesBranching processes in a Lévy random environmentA new formula for some linear stochastic equations with applicationsTail asymptotics for exponential functionals of Lévy processesConditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower boundsExact conditions for no ruin for the generalised Ornstein-Uhlenbeck processDrift to infinity and the strong law for subordinated random walks and Lévy processesThe stationarity of multidimensional generalized Ornstein-Uhlenbeck processesOn the law of killed exponential functionalsOn Exponential Functionals of Processes with Independent IncrementsA characterization of the finiteness of perpetual integrals of Lévy processesContinuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processesA result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processesLévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processesOn the Range of Exponential Functionals of Lévy Processes







This page was built for publication: