Pages that link to "Item:Q4961777"

The following pages link to On Exponential Functionals of Processes with Independent Increments (Q4961777):

Displaying 21 items.

• Lower functions for processes with stationary independent increments (Q1093253) (← links)
• The exponential space of an \(L^ 2\)-stochastic process with independent increments (Q1104636) (← links)
• On moments of integral exponential functionals of additive processes (Q1726859) (← links)
• Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions (Q1932223) (← links)
• Discretization of the Lamperti representation of a positive self-similar Markov process (Q2029799) (← links)
• The incomplete exponential \(_p R_p(\alpha,\beta;z)\) function with applications (Q2075128) (← links)
• Exponential functionals of Markov additive processes (Q2184596) (← links)
• Revisiting integral functionals of geometric Brownian motion (Q2197607) (← links)
• On distributions of exponential functionals of the processes with independent increments (Q2218142) (← links)
• A remark on the characterization of the global behaviour of a process with independent increments (Q2722150) (← links)
• (Q3067587) (← links)
• (Q3197102) (← links)
• (Q3473940) (← links)
• (Q3750735) (← links)
• (Q4018648) (← links)
• Functionals on transient stochastic processes with independent increments (Q4320002) (← links)
• (Q4781013) (← links)
• On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale (Q5120711) (← links)
• (Q5729572) (← links)
• On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498) (← links)
• Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions (Q6589562) (← links)