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Distributional properties of exponential functionals of Lévy processes

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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 item DOI: 10.1214/EJP.v17-1755


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