A note on a Poissonian functional and a \(q\)-deformed dufresne identity (Q287832)
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scientific article
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| English | A note on a Poissonian functional and a \(q\)-deformed dufresne identity |
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A note on a Poissonian functional and a \(q\)-deformed dufresne identity (English)
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23 May 2016
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\(q\)-calculus
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\(q\)-gamma random variable
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exponential functionals of compound Poisson process
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\(q\)-analogue of Dufresne's identity for exponential functionals of Brownian motion
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Wiener-Hopf factorization
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0.7117423415184021
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0.7114111185073853
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0.7051478028297424
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