Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
(Non)Differentiability and Asymptotics for Potential Densities of Subordinators
A Wiener-Hopf Type Factorization for the Exponential Functional of Levy Processes
An Application of Renewal Theorems to Exponential Moments of Local Times
Distributional properties of exponential functionals of Levy processes
Extended Factorizations of Exponential Functionals of Lévy Processes
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