The following pages link to Anita Behme (Q424482):
Displaying 22 items.
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Moments of MGOU processes and positive semidefinite matrix processes (Q444969) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
- A class of scale mixtures of \(\operatorname{Gamma}(k)\)-distributions that are generalized gamma convolutions (Q502906) (← links)
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- Laplace symbols and invariant distributions (Q1640955) (← links)
- Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions (Q1932223) (← links)
- Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
- On the law of killed exponential functionals (Q2042822) (← links)
- A \(2\times 2\) random switching model and its dual risk model (Q2070670) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Exponential functionals of Markov additive processes (Q2184596) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- A criterion for invariant measures of Itô processes based on the symbol (Q2515514) (← links)
- Moments of the ruin time in a Lévy risk model (Q2684957) (← links)
- Exponential functionals of L\'evy processes with jumps (Q2941800) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- (Q3224998) (← links)
- Theory of Stochastic Objects: Probability, Stochastic Processes and Inference. (Q3304873) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- On <i>q</i>-scale functions of spectrally negative Lévy processes (Q6043460) (← links)
- On moments of downward passage times for spectrally negative Lévy processes (Q6159622) (← links)
