The following pages link to (Q3526632):
Displaying 31 items.
- Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization (Q357426) (← links)
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
- On integrals with respect to Lévy processes. (Q1423027) (← links)
- Bernstein-gamma functions and exponential functionals of Lévy processes (Q1663907) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← 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 transformation for spectrally negative Lévy processes and applications (Q2080148) (← links)
- Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces (Q2155532) (← links)
- Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
- On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution (Q2315144) (← links)
- Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive (Q2320378) (← links)
- On the density of exponential functionals of Lévy processes (Q2435229) (← links)
- Profile of a self-similar growth-fragmentation (Q2631874) (← links)
- Classes of Infinitely Divisible Distributions and Examples (Q2807247) (← links)
- Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment (Q2954465) (← 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)
- Finiteness of integrals of functions of Lévy processes (Q3434055) (← links)
- A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes (Q4623163) (← links)
- On Exponential Functionals of Processes with Independent Increments (Q4961777) (← links)
- On inverse-power Poisson functionals (Q5086895) (← links)
- On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
- On the Range of Exponential Functionals of Lévy Processes (Q5270102) (← links)
- Implicit renewal theory for exponential functionals of Lévy processes (Q6171652) (← links)
- Spectral analysis of a class of Lévy-type processes and connection with some spin systems (Q6663950) (← links)
