Implicit renewal theory for exponential functionals of Lévy processes (Q6171652)
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scientific article; zbMATH DE number 7726172
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| English | Implicit renewal theory for exponential functionals of Lévy processes |
scientific article; zbMATH DE number 7726172 |
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Implicit renewal theory for exponential functionals of Lévy processes (English)
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14 August 2023
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Lévy processes
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exponential functionals
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factorisations in law
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integral equations
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tail asymptotics
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0.859930694103241
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0.8363871574401855
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0.8331445455551147
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0.8274543881416321
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