On exponential functionals of Lévy processes (Q495707)
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scientific article
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| English | On exponential functionals of Lévy processes |
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On exponential functionals of Lévy processes (English)
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15 September 2015
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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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0.8621136546134949
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0.8555231094360352
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0.8026615381240845
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