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Modern Stochastics: Theory and Applications


Cited by 2
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
Moments of exponential functionals of Lévy processes on a deterministic horizon – identities and explicit expressions
Zbigniew Palmowski, Hristo Sariev, Mladen Savov
https://doi.org/10.3150/23-BEJ1684
Journal:  Bernoulli Volume 30, Issue 4 (2024)


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