On the law of killed exponential functionals
DOI10.1214/21-EJP616zbMath1469.60061arXiv2003.02073WikidataQ115517654 ScholiaQ115517654MaRDI QIDQ2042822
Alexander M. Lindner, Jana Reker, Anita Behme
Publication date: 21 July 2021
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.02073
Lévy processesdensityinfinitesimal generatorexponential functionalKillinggeneralised Ornstein-Uhlenbeck process
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Transition functions, generators and resolvents (60J35)
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Cites Work
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