On the Range of Exponential Functionals of Lévy Processes

DOI10.1007/978-3-319-44465-9_10zbMath1367.60052arXiv1402.6559OpenAlexW1935553859MaRDI QIDQ5270102

Alexander M. Lindner, Anita Behme, Makoto Maejima

Publication date: 22 June 2017

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.6559

zbMATH Keywords

weak convergenceLévy processesexponential functionals

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Functional limit theorems; invariance principles (60F17)

Related Items

Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes ⋮ Continuity properties and the support of killed exponential functionals ⋮ Ruin probabilities for a Lévy-driven generalised Ornstein-Uhlenbeck process ⋮ On the law of killed exponential functionals

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