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Exponential functionals of Lévy processes - MaRDI portal

Exponential functionals of Lévy processes (Q980740)

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Exponential functionals of Lévy processes
scientific article

    Statements

    title
    Exponential functionals of Lévy processes (English)
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    author
    Jean Bertoin
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    Marc Yor
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    publication date
    29 June 2010
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    zbMATH Keywords
    Lévy process
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    exponential functional
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    subordinator
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    self-similar Markov process
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    moment problem
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60J55
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    60G18
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    60-02
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    zbMATH DE Number
    5728578
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    OpenAlex ID
    W2952723108
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    arXiv ID
    math/0511265
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