Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
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Publication:1937998
DOI10.1007/s10440-012-9718-yzbMath1268.60060arXiv1012.0817OpenAlexW2122487927MaRDI QIDQ1937998
Alexey Kuznetsov, Juan Carlos Pardo
Publication date: 1 February 2013
Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1012.0817
exponential functionalLamperti-stable processesconvergent and asymptotic series expansionextrema of stable processeshypergeometric Lévy processesMellin and Lamperti transform
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