Finiteness of integrals of functions of Lévy processes-Reference-Cited by-同舟云学术

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Finiteness of integrals of functions of Lévy processes

Published:2006-11-27 Issue:2 Volume:94 Page:386-420
ISSN:0024-6115
Container-title:Proceedings of the London Mathematical Society
language:en
Short-container-title:Proceedings of the London Mathematical Society

Author:

Erickson K. Bruce¹,Maller Ross A.²

Affiliation:

1. Department 5 of Mathematics; University of Washington; Seattle WA 98195 USA

2. Centre for Financial Mathematics, MSI; School of Finance and Applied Statistics; Australian National University; Canberra ACT 0200 Australia

Publisher

Wiley

Subject

General Mathematics

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1112/plms/pdl011/fullpdf

Reference32 articles.

1. Continuity of local times for Lévy processes;Barlow;Z. Wahrscheinlichkeitstheorie verw. Geb.,1985

2. Regularity of the half-line for Lévy processes;Bertoin;Bull. Sci. Math.,1997

3. Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions;Bertoin,2004

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1. Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator;Communications in Statistics - Theory and Methods;2024-03-25

2. Global regime for general additive functionals of conditioned Bienaymé-Galton-Watson trees;Probability Theory and Related Fields;2021-12-08

3. Compactness and continuity properties for a Lévy process at a two-sided exit time;Electronic Journal of Probability;2020-01-01

4. Moments of passage times and asymptotic behavior of increasing self-similar markov processes;Acta Mathematica Scientia;2015-11

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