On distributions of exponential functionals of the processes with independent increments-Reference-Cited by-同舟云学术

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On distributions of exponential functionals of the processes with independent increments

Published:2020 Issue: Volume: Page:291-313
ISSN:2351-6046
Container-title:Modern Stochastics: Theory and Applications
language:en
Short-container-title:

Author:

Vostrikova Lioudmila

Publisher

VTeX

Subject

Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Reference38 articles.

1. Change of Time and Change of Measure

2. Exponential functionals of Lévy Processes with Jumps, ALEA;Lat. Am. J. Probab. Math. Stat.,2015

3. On exponential functionals of Lévy processes;J. Theor. Probab.,2015

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. Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions;Bernoulli;2024-11-01

2. Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion;Latin American Journal of Probability and Mathematical Statistics;2024

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