Exponential functionals of Lev́y processes.
Probability Surveys [electronic only] (2005)
- Volume: 2, page 191-212
- ISSN: 1549-5787
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topBertoin, Jean, and Yor, Marc. "Exponential functionals of Lev́y processes.." Probability Surveys [electronic only] 2 (2005): 191-212. <http://eudml.org/doc/228237>.
@article{Bertoin2005,
author = {Bertoin, Jean, Yor, Marc},
journal = {Probability Surveys [electronic only]},
keywords = {Lev́y process; exponential functional; subordinator; self-similar Markov process; moment problem; Lévy process},
language = {eng},
pages = {191-212},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Exponential functionals of Lev́y processes.},
url = {http://eudml.org/doc/228237},
volume = {2},
year = {2005},
}
TY - JOUR
AU - Bertoin, Jean
AU - Yor, Marc
TI - Exponential functionals of Lev́y processes.
JO - Probability Surveys [electronic only]
PY - 2005
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 2
SP - 191
EP - 212
LA - eng
KW - Lev́y process; exponential functional; subordinator; self-similar Markov process; moment problem; Lévy process
UR - http://eudml.org/doc/228237
ER -
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- Patie Pierre, Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
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