Functionals of Telegraph Process

Author:

Ratanov Nikita,Kolesnik Alexander D.

Publisher

Springer Berlin Heidelberg

Reference41 articles.

1. Abramowitz, M., Stegun, I.A. (eds.): Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Dover, New York (1972)

2. Baxter, M., Rennie, A.: Financial Calculus. An Introduction to Derivative Pricing. Cambridge University, Cambridge (1996)

3. Beghin, L., Nieddu, L.: Orsingher, E. Probabilistic analysis of the telegrapher’s process with drift by means of relativistic transformations. J. Appl. Math. Stoch. Anal. 14, 11–25 (2001)

4. Bertoin, J. Biane, Ph., Yor, M.: Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions. In Progress in Probability, vol. 58, pp. 45–56 (2004)

5. Bertoin, J., Yor, M.: Exponential functionals of Lévy processes. Probab. Surv. 2, 191–212 (2005)

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