Une preuve simple d’un résultat de Dufresne

Author:

Bailleul Ismael

Publisher

Springer Berlin Heidelberg

Reference10 articles.

1. [Bai07] Ismaël Bailleul. Poisson boundary of a relativistic diffusion. A paraitre dans P.T.R.F., 2007.

2. [Bas98] Richard F. Bass. Diffusions and elliptic operators. Probability and its Applications (New York). Springer-Verlag, New York, 1998.

3. [Bel87] Denis R. Bell. The Malliavin calculus, volume 34 of Pitman Monographs and Surfeys in Pure and Applied Mathematics. Longman Scientific & Technical, Harlow, 1987.

4. [CPY01] Philippe Carmona, Frédérique Petit, and Marc Yor. Exponential functionals of Lévy processes. In Lévy processes, pages 41–55. Birkhäuser Boston, Boston, MA, 2001.

5. [Duf90] Daniel Dufresne. The distribution of a perpetuity, with applications to risk theory and pension funding. Scand. Actuar. J., (1–2): 39–79, 1990.

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Brownian Motion and Harmonic Functions on Sol(p,q)†;International Mathematics Research Notices;2011-12-05

2. Poisson boundary of a relativistic diffusion;Probability Theory and Related Fields;2007-08-18

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