On the distribution of functionals of the subordinator

DOI10.1090/S0094-9000-2014-00918-7MaRDI QIDQ2923399zbMATH OpenOpenAlexFDO

Authors D. V. Gusak

Publication date 15 October 2014

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/s0094-9000-2014-00918-7

zbMATH Keywords

potentialstochastic processescumulantsubordinatorstationary independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cites work

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• scientific article; zbMATH DE number 1833752 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• Processes with independent increments in risk theory
• Theory of stochastic processes. With applications to financial mathematics and risk theory

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• Application of non-associative structures to the construction of public key distribution algorithms
• Montel's Theorem and Subspaces of Distributions Which Are Δ^m-Invariant
• Random distributions, random affine systems, sampling of renewal processes
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