Distributional properties of exponential functionals of Lévy processes

DOI10.1214/EJP.v17-1755zbMath1246.60073arXiv1105.6365MaRDI QIDQ428611

Alexey Kuznetsov, Juan Carlos Pardo, Mladen Svetoslavov Savov

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.6365

zbMATH Keywords

Mellin transformLévy processesintegral equationsasymptotic expansionsexponential functional

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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