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Distributional properties of exponential functionals of Lévy processes - MaRDI portal

Distributional properties of exponential functionals of Lévy processes (Q428611)

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scientific article; zbMATH DE number 6049156
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Distributional properties of exponential functionals of Lévy processes
scientific article; zbMATH DE number 6049156

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    Distributional properties of exponential functionals of Lévy processes (English)
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    22 June 2012
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    Lévy processes
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    exponential functional
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    integral equations
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    Mellin transform
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    asymptotic expansions
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