On the distribution of functionals of the subordinator

DOI10.1090/S0094-9000-2014-00918-7zbMath1329.60121OpenAlexW2027224203MaRDI QIDQ2923399

Dmytro Gusak

Publication date: 15 October 2014

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0094-9000-2014-00918-7

zbMATH Keywords

potentialstochastic processessubordinatorcumulantstationary independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (1)

Использование неассоциативных структур для построения алгоритмов открытого распределения ключей

Cites Work

• Theory of stochastic processes. With applications to financial mathematics and risk theory
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