Concepedia

On Exponential Functionals of Lévy Processes

Anita Behme, Alexander Lindner

Journal of Theoretical Probability · 2013 · 95 citations · 17 references

DOI

Concepts

References

17

Markov Processes: Characterization and Convergence.

Andris Abakuks, S. N. Ethier, Thomas G. Kurtz · Biometrics · 1987 · 4.5K citations

, , +16

Limit Theorems for Stochastic Processes.

Ditlev Monrad, Jean Jacod, Albert N. Shiryaev · Journal of the American Statistical Association · 1988 · 4.2K citations

, , +16

The stochastic equation <i>Y<sub>n</sub></i><sub>+1</sub>=<i>A<sub>n</sub>Y<sub>n</sub> + B<sub>n</sub></i> with stationary coefficients

Andreas Brandt · Advances in Applied Probability · 1986 · 305 citations

, , +13

MARKOV PROCESSES Characterization and Convergence (Wiley Series in Probability and Mathematical Statistics)

Peter Donnelly · Bulletin of the London Mathematical Society · 1987 · 279 citations

, , +11

Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type

Ken‐iti Sato, Makoto Yamazato · Stochastic Processes and their Applications · 1984 · 200 citations

, , +11