Pages that link to "Item:Q1815791"
From MaRDI portal
The following pages link to On the stochastic equation \({\mathcal L}(X)={\mathcal L}[B(X+C)]\) and a property of gamma distributions (Q1815791):
Displaying 12 items.
- Random difference equations with subexponential innovations (Q525896) (← links)
- The greatest convex minorant of Brownian motion, meander, and bridge (Q714952) (← links)
- Algebraic properties of beta and gamma distributions, and applications (Q1271149) (← links)
- Products of double gamma, gamma and beta distributions (Q1770079) (← links)
- Random difference equations with logarithmic distribution and the triggered shot noise (Q1866182) (← links)
- Present value distributions with applications to ruin theory and stochastic equations (Q1965872) (← links)
- Some specific density functions of aggregated discounted claims with dependent risks (Q1979985) (← links)
- On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions (Q2279610) (← links)
- Discrete sums of geometric Brownian motions, annuities and Asian options (Q2520429) (← links)
- NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS (Q4629476) (← links)
- Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
- Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices (Q6596221) (← links)
