scientific article
From MaRDI portal
Publication:3526632
zbMath1180.60042arXivmath/0604551MaRDI QIDQ3526632
Alexander M. Lindner, Ross A. Maller, Jean Bertoin
Publication date: 25 September 2008
Full work available at URL: https://arxiv.org/abs/math/0604551
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (28)
Distributional properties of solutions of dVt = Vt-dUt + dLt with Lévy noise ⋮ Profile of a self-similar growth-fragmentation ⋮ Intrinsic area near the origin for self-similar growth-fragmentations and related random surfaces ⋮ Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization ⋮ Bernstein-gamma functions and exponential functionals of Lévy processes ⋮ On inverse-power Poisson functionals ⋮ Ergodic properties of generalized Ornstein-Uhlenbeck processes ⋮ Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions ⋮ Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise ⋮ Revisiting integral functionals of geometric Brownian motion ⋮ Implicit renewal theory for exponential functionals of Lévy processes ⋮ On the density of exponential functionals of Lévy processes ⋮ On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale ⋮ On distributions of exponential functionals of the processes with independent increments ⋮ Continuity properties and the support of killed exponential functionals ⋮ A new formula for some linear stochastic equations with applications ⋮ Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds ⋮ Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process ⋮ On the law of killed exponential functionals ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ On Exponential Functionals of Processes with Independent Increments ⋮ Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes ⋮ A result on power moments of L\'evy-type perpetuities and its application to the $L_p$-convergence of Biggins' martingales in branching L\'evy processes ⋮ Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution ⋮ Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive ⋮ Asymptotic behaviour of exponential functionals of L\'evy processes with applications to random processes in random environment ⋮ A transformation for spectrally negative Lévy processes and applications ⋮ On the Range of Exponential Functionals of Lévy Processes
This page was built for publication:
