Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
type: Item
instance of: scholarly article
title: Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive
zbMATH Open document ID: 1466.60098
DOI: 10.1214/18-AIHP892
author: Grégoire Véchambre
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 2019-08-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/1507.02949
full work available at URL: https://projecteuclid.org/euclid.aihp/1557820826
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7097326
zbMATH Keywords: Lévy processes conditioned to stay positive
zbMATH Keywords: exponential functionals
zbMATH Keywords: self-decomposable distributions
Wikidata QID: Q115517778
MaRDI profile type: Publication
arXiv ID: 1507.02949
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description: scientific article