Pages that link to "Item:Q980740"

The following pages link to Exponential functionals of Lévy processes (Q980740):

Displaying 50 items.

• Another look at the integral of exponential Brownian motion and the pricing of Asian options (Q331365) (← links)
• Fractionally integrated inverse stable subordinators (Q347468) (← links)
• Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (Q357426) (← links)
• On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator (Q373531) (← links)
• Law of the absorption time of some positive self-similar Markov processes (Q414288) (← links)
• A scaling analysis of a cat and mouse Markov chain (Q417084) (← links)
• On temporally completely monotone functions for Markov processes (Q431521) (← links)
• A refined factorization of the exponential law (Q453305) (← links)
• Continuous state branching processes in random environment: the Brownian case (Q511139) (← links)
• Geodesics and flows in a Poissonian city (Q549856) (← links)
• Supersymmetric quantum mechanics with Lévy disorder in one dimension (Q658488) (← links)
• Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
• On the distribution of exponential functionals for Lévy processes with jumps of rational transform (Q665445) (← links)
• Branching processes in a Lévy random environment (Q683651) (← links)
• Quasi-stationary distributions and Yaglom limits of self-similar Markov processes (Q713217) (← links)
• Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes (Q731728) (← links)
• Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
• On the infinite divisibility of inverse beta distributions (Q888493) (← links)
• Regenerative tree growth: Markovian embedding of fragmenters, bifurcators, and bead splitting processes (Q888537) (← links)
• A new formula for some linear stochastic equations with applications (Q968770) (← links)
• Distributional properties of means of random probability measures (Q975574) (← links)
• The falling apart of the tagged fragment and the asymptotic disintegration of the Brownian height fragmentation (Q985349) (← links)
• Some explicit identities associated with positive self-similar Markov processes (Q1009677) (← links)
• Law of the exponential functional of one-sided Lévy processes and Asian options (Q1012394) (← links)
• Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration (Q1028269) (← links)
• Fluctuations of Omega-killed spectrally negative Lévy processes (Q1615891) (← links)
• Tail estimates for exponential functionals and applications to SDEs (Q1630664) (← links)
• Further studies on square-root boundaries for Bessel processes (Q1663749) (← links)
• Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
• Asymptotic results for exponential functionals of Lévy processes (Q1683810) (← links)
• Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
• Heavy subtrees of Galton-Watson trees with an application to Apollonian networks (Q1721992) (← links)
• On moments of integral exponential functionals of additive processes (Q1726859) (← links)
• Random planar maps and growth-fragmentations (Q1747751) (← links)
• Uniform dimension results for a family of Markov processes (Q1750106) (← links)
• Tail asymptotics for exponential functionals of Lévy processes: the convolution equivalent case (Q1930656) (← links)
• Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes (Q1937998) (← links)
• Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
• Asymptotic results for heavy-tailed Lévy processes and their exponential functionals (Q1983635) (← links)
• Another look at the Hartman-Watson distributions (Q2006374) (← links)
• The dynamics of stochastic mono-molecular reaction systems in stochastic environments (Q2029794) (← links)
• On the law of killed exponential functionals (Q2042822) (← links)
• On Doney's striking factorization of the arc-sine law (Q2080140) (← links)
• A transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
• Invariance principles for clocks (Q2091527) (← links)
• Persistence of autoregressive sequences with logarithmic tails (Q2105158) (← links)
• Exponential functionals of Markov additive processes (Q2184596) (← links)
• Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
• Exact long time behavior of some regime switching stochastic processes (Q2203615) (← links)
• On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)