On moments of integral exponential functionals of additive processes (Q1726859)
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scientific article
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| English | On moments of integral exponential functionals of additive processes |
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On moments of integral exponential functionals of additive processes (English)
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20 February 2019
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independent increments
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Lévy process
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subordinator
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Bessel process
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geometric Brownian motion
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0.8411297798156738
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0.7958799004554749
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0.7868191003799438
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0.7835125923156738
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