On exponential functionals of Lévy processes (Q495707)

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On exponential functionals of Lévy processes
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    title
    On exponential functionals of Lévy processes (English)
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    author
    Anita Behme
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    Alexander M. Lindner
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    publication date
    15 September 2015
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    zbMATH Keywords
    Lévy processes
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    exponential functionals
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    generalized Ornstein-Uhlenbeck process
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    Feller process
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    stationarity
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    infinitesimal generator
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    integral mapping
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60G10
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    60J60
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    60J35
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    zbMATH DE Number
    6482262
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    OpenAlex ID
    W2158732707
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    arXiv ID
    1301.3272
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