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Modern Stochastics: Theory and Applications


Cited by 1
On distributions of exponential functionals of the processes with independent increments

Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
José Alfredo López-Mimbela, Gerardo Pérez-Suárez
https://doi.org/10.30757/ALEA.v21-26
Journal:  Latin American Journal of Probability and Mathematical Statistics Volume 21, Issue 1 (2024), p. 661


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