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Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators

  • Published:2021-01 Issue: Volume:131 Page:454-497
  • ISSN:0304-4149
  • Container-title:Stochastic Processes and their Applications
  • language:en
  • Short-container-title:Stochastic Processes and their Applications

Author:

Barker A.,Savov M.

Funder

European Union’s Horizon 2020 research and innovation programme

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference38 articles.

1. On Doney’s striking factorization of the arc-sine law;Alili,2019

2. On exponential functionals, harmonic potential measures and undershoots of subordinators;Alili;ALEA Lat. Am. J. Probab. Math. Stat.,2014

3. On the range of exponential functionals of Lévy processes;Behme,2016

4. Lévy processes;Bertoin,1996

5. Subordinators: examples and applications;Bertoin,1999

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