Implicit renewal theory for exponential functionals of Lévy processes-Reference-Cited by-同舟云学术

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Implicit renewal theory for exponential functionals of Lévy processes

Published:2023-09 Issue: Volume:163 Page:262-287
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Arista Jonas^ORCID,Rivero Víctor

Funder

Engineering and Physical Sciences Research Council

Consejo Nacional de Ciencia y Tecnología

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference51 articles.

1. Harmonic potential measures and undershoots of subordinators;Alili;ALEA Lat. Am. J. Probab. Math. Stat.,2014

2. On exponential functionals of Lévy processes;Behme;J. Theoret. Probab.,2015

3. On the law of killed exponential functionals;Behme;Electron. J. Probab.,2021

4. On powers of stieltjes moment sequences. I;Berg;J. Theoret. Probab.,2005

5. Lévy Processes;Bertoin,1996

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