Characteristic Exponents

Characteristic Exponent is the function that appears in the Lévy–Khintchine formula and serves as the logarithm of the characteristic function of a Lévy process, uniquely determining its infinitely divisible distribution through its drift, diffusion, and jump components.

384

Publications

25.6K

Citations

727

Authors

412

Institutions

Publications per year

2017–2026

49

Variants

Characteristic Exponent

Authors

727

  1. AG
    Antonio Giambruno

    University of Palermo, Italy

    7 publications · 236 citations

    7

    h-index

  2. MZ
    Mikhail Zaicev

    Lomonosov Moscow State University, Russia

    6 publications · 222 citations

    6

    h-index

  3. DR
    David Ruelle

    Institut des Hautes Études Scientifiques, France

    5 publications · 5.8K citations

    5

    h-index

  4. RL
    René L. Schilling

    Technische Universität Dresden, Germany

    5 publications · 248 citations

    5

    h-index

  5. PP
    Pierre Patie

    ETH Zurich, Switzerland

    5 publications · 105 citations

    5

    h-index

1–5 of 727

Venues

  1. 13

    h-index

  2. Physical Review Letters

    PRL · 13 publications · 1.3K citations

    12

    h-index

  3. Physical Review E

    PRE · 13 publications · 289 citations

    11

    h-index

  4. Stochastic Processes and their Applications

    10 publications · 345 citations

    10

    h-index

  5. 9

    h-index

1–5