On moments of integral exponential functionals of additive processes-Reference-Cited by-同舟云学术

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On moments of integral exponential functionals of additive processes

Published:2019-03 Issue: Volume:146 Page:139-146
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Salminen Paavo,Vostrikova Lioudmila

Funder

Defimath project of the Research Federation of “Mathématiques des Pays de la Loire”

PANORisk project “Pays de la Loire” region

Magnus Ehrnrooth Foundation

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference13 articles.

1. Mathematical Functions;Abramowitz,1970

2. Mathematical Analysis;Apostol,1974

3. Exponential functionals of Lévy processes;Bertoin;Probab. Surv.,2005

4. Handbook of Brownian motion - Facts and Formulae;Borodin,2015

5. On the distribution and asymptotic results for exponential functionals of Levy processes;Carmona,1997

Cited by 5 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. Revisiting integral functionals of geometric Brownian motion;Statistics & Probability Letters;2020-10

3. Exponential functionals of Markov additive processes;Electronic Journal of Probability;2020-01-01

4. On distributions of exponential functionals of the processes with independent increments;Modern Stochastics: Theory and Applications;2020

5. On the Ruin Problem with Investment When the Risky Asset Is a Semimartingale;Theory of Probability & Its Applications;2020-01

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