Extended factorizations of exponential functionals of Lévy processes
type: Item
instance of: scholarly article
title: Extended factorizations of exponential functionals of Lévy processes
zbMATH Open document ID: 1253.60063
author: Pierre Patie
author: Mladen Savov
published in: Electronic Journal of Probability
publication date: 2012-06-22T00:00:00Z
full work available at URL: https://arxiv.org/abs/1107.0655
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J55
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 44A60
zbMATH DE Number: 6049186
zbMATH Keywords: exponential functional
zbMATH Keywords: Lévy processes
zbMATH Keywords: Wiener-Hopf factorizations
zbMATH Keywords: infinite divisibility
zbMATH Keywords: complete monotonicity
zbMATH Keywords: stable Lévy processes
zbMATH Keywords: special functions
Wikidata QID: Q114060437
MaRDI profile type: Publication
arXiv ID: 1107.0655
DOI: 10.1214/EJP.V17-2057
description: scientific article; zbMATH DE number 6049186