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Distributional properties of exponential functionals of Lévy processes

Kuznetsov, A., Pardo, J. C. and Savov, M. (2012) Distributional properties of exponential functionals of Lévy processes. Electronic Journal of Probability, 17. pp. 1-35. ISSN 1083-6489

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To link to this article DOI: 10.1214/EJP.v17-1755


Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical and Physical Sciences > Department of Mathematics and Statistics
ID Code:29109
Publisher:Institute of Mathematical Statistics/Bernoulli Society

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