On inverse-power Poisson functionals
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Publication:5086895
DOI10.1080/17442508.2021.1914617zbMATH Open1492.60044OpenAlexW3153630591MaRDI QIDQ5086895FDOQ5086895
Authors: Weixuan Xia 
Publication date: 8 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2021.1914617
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Characteristic functions; other transforms (60E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65)
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- Exponential functionals of Lévy processes
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- Continuous-time perpetuities and time reversal of diffusions
- The average of a negative-binomial Lévy process and a class of Lerch distributions
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