A note on a Poissonian functional and a \(q\)-deformed dufresne identity
DOI10.1214/16-ECP4055zbMath1339.33018arXiv1406.5695OpenAlexW2337135308MaRDI QIDQ287832
Publication date: 23 May 2016
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.5695
Wiener-Hopf factorization\(q\)-calculus\(q\)-analogue of Dufresne's identity for exponential functionals of Brownian motion\(q\)-gamma random variableexponential functionals of compound Poisson process
Brownian motion (60J65) (q)-gamma functions, (q)-beta functions and integrals (33D05) Continuous-time Markov processes on discrete state spaces (60J27)
Related Items (3)
This page was built for publication: A note on a Poissonian functional and a \(q\)-deformed dufresne identity