Distribution of functionals of some processes with independent increments
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Publication:367571
zbMATH Open1272.60026MaRDI QIDQ367571FDOQ367571
Authors: A. N. Borodin 
Publication date: 16 September 2013
Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)
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Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)
Cited In (14)
- On normal approximation of a process with independent increments
- Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions
- On distributions of exponential functionals of the processes with independent increments
- Lower functions for processes with stationary independent increments
- Duration Distribution of the Conjunction of Two Independent F Processes
- Distributions of the location of maximuma and minimuma for diffusions with jumps
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- Distributions of functionals of diffusions with jumps stopped at the location of the maximum or minimum
- Joint distributions of the the infimum, supremum, and end of a Brownian motion with jumps
- On Exponential Functionals of Processes with Independent Increments
- Functionals on transient stochastic processes with independent increments
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- Distribution of sojourn time for a Brownian motion with jumps
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