On the distribution of functionals of the subordinator

DOI10.1090/S0094-9000-2014-00918-7zbMATH Open1329.60121OpenAlexW2027224203MaRDI QIDQ2923399FDOQ2923399

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

Recommendations

• scientific article; zbMATH DE number 20670
• On distributions of exponential functionals of the processes with independent increments
• Distribution of functionals of some processes with independent increments
• Some liminf results for the increments of stable subordinators
• Quasi-invariance properties of a class of subordinators

zbMATH Keywords

potentialstochastic processescumulantsubordinatorstationary independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Processes with independent increments in risk theory
• Theory of stochastic processes. With applications to financial mathematics and risk theory
• Title not available (Why is that?)

Cited In (5)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Random distributions, random affine systems, sampling of renewal processes
• 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

This page was built for publication: On the distribution of functionals of the subordinator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2923399)