On distributions of exponential functionals of the processes with independent increments
type: Item
instance of: scholarly article
title: On distributions of exponential functionals of the processes with independent increments
zbMATH Open document ID: 1457.60065
DOI: 10.15559/20-VMSTA159
published in: Modern Stochastics. Theory and Applications
publication date: 2021-01-14T00:00:00Z
full work available at URL: https://arxiv.org/abs/1804.07069
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 7296195
zbMATH Keywords: process with independent increments
zbMATH Keywords: exponential functional
zbMATH Keywords: Kolmogorov-type equation
zbMATH Keywords: smoothness of the density
author: Lioudmila Vostrikova
MaRDI profile type: Publication
Wikidata QID: Q115513724
arXiv ID: 1804.07069
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OpenAlex ID: W3122674739
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description: scientific article