Pages that link to "Item:Q980740"
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The following pages link to Exponential functionals of Lévy processes (Q980740):
Displayed 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)
- 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)
- 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)
- Asian options and meromorphic Lévy processes (Q2255010) (← links)
- On the density of exponential functionals of Lévy processes (Q2435229) (← links)
- The Lamperti representation of real-valued self-similar Markov processes (Q2435251) (← links)
- Functional limit theorems for renewal shot noise processes with increasing response functions (Q2444631) (← links)
- Rates of convergence of a transient diffusion in a spectrally negative Lévy potential (Q2468428) (← links)
- Recurrent extensions of self-similar Markov processes and Cramér's condition. II (Q2469665) (← links)
- Different aspects of a random fragmentation model (Q2490065) (← links)
- The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups (Q2495386) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- Large Deviations for Clocks of Self-similar Processes (Q2798590) (← links)
- Explicit Formulae in Probability and in Statistical Physics (Q2798593) (← links)
- A Construction of a β-Coalescent via the Pruning of Binary Trees (Q2854080) (← links)
- A jump-type SDE approach to real-valued self-similar Markov processes (Q2944916) (← links)
- Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment (Q2954465) (← links)
- Hitting Times and the Running Maximum of Markovian Growth-Collapse Processes (Q3014974) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)