Exponential functionals of L\'evy processes with jumps (Q2941800)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential functionals of L\'evy processes with jumps |
scientific article |
Statements
25 August 2015
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Lévy processes
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exponential functional
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generalized gamma convolution
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generalized Ornstein-Uhlenbeck process
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COGARCH volatility
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integral mapping
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self-decomposability
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stationarity
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math.PR
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