Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes
Loïc Chaumont; David G. Hobson; Marc Yor
Séminaire de probabilités de Strasbourg (2001)
- Volume: 35, page 334-347
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topChaumont, Loïc, Hobson, David G., and Yor, Marc. "Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes." Séminaire de probabilités de Strasbourg 35 (2001): 334-347. <http://eudml.org/doc/114071>.
@article{Chaumont2001,
author = {Chaumont, Loïc, Hobson, David G., Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {exchangeability; cyclic exchangeability; Lévy bridge; Brownian bridge; exponential functional},
language = {eng},
pages = {334-347},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes},
url = {http://eudml.org/doc/114071},
volume = {35},
year = {2001},
}
TY - JOUR
AU - Chaumont, Loïc
AU - Hobson, David G.
AU - Yor, Marc
TI - Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 334
EP - 347
LA - eng
KW - exchangeability; cyclic exchangeability; Lévy bridge; Brownian bridge; exponential functional
UR - http://eudml.org/doc/114071
ER -
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