Asymptotic results for exponential functionals of Lévy processes
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DOI: 10.1016/j.spa.2017.04.005
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References listed on IDEAS
- Fu, Zongfei & Li, Zenghu, 2010. "Stochastic equations of non-negative processes with jumps," Stochastic Processes and their Applications, Elsevier, vol. 120(3), pages 306-330, March.
- Afanasyev, V.I. & Geiger, J. & Kersting, G. & Vatutin, V.A., 2005. "Functional limit theorems for strongly subcritical branching processes in random environment," Stochastic Processes and their Applications, Elsevier, vol. 115(10), pages 1658-1676, October.
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Cited by:
- Xu, Wei, 2023. "Asymptotics for exponential functionals of random walks," Stochastic Processes and their Applications, Elsevier, vol. 165(C), pages 1-42.
- Barker, A. & Savov, M., 2021. "Bivariate Bernstein–gamma functions and moments of exponential functionals of subordinators," Stochastic Processes and their Applications, Elsevier, vol. 131(C), pages 454-497.
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Keywords
Lévy process; Exponential functional; Laplace exponent; Branching process; Random environment; Survival probability;All these keywords.
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