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Volumn 6, Issue , 2001, Pages 95-106

On subordinators, self-similar markov processes and some factorizations of the exponential variable

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0037982096     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v6-1039     Document Type: Article
Times cited : (68)

References (17)
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    • Entrance from 0+ for increasing semi-stable Markov processes
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    • Entrance laws of self-similar Markov processes and exponential functionals of Levy processes
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    • J. Bertoin and M. Yor (2001). Entrance laws of self-similar Markov processes and exponential functionals of Levy processes. Potential Analysis (to appear).
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    • Bertoin, J.1    Yor, M.2
  • 6
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    • Sur les fonctionnelles exponentielles de certains processus de Levy
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    • Carmona, P.1    Petit, F.2    Yor, M.3
  • 7
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    • On the distribution and asymptotic results for exponential functionals of Levy processes
    • M. Yor (editor), Biblioteca de la Revista Matematica Iberoamericana
    • P. Carmona, F. Petit and M. Yor (1997). On the distribution and asymptotic results for exponential functionals of Levy processes. In: M. Yor (editor) Exponential functionals and principal values related to Brownian motion, pp. 73-121. Biblioteca de la Revista Matematica Iberoamericana.
    • (1997) Exponential Functionals and Principal Values Related to Brownian Motion , pp. 73-121
    • Carmona, P.1    Petit, F.2    Yor, M.3
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    • 0041649295 scopus 로고    scopus 로고
    • Exponential functionals of Lévy processes
    • O. Barndorff-Nielsen, T. Mikosch and S. Resnick (editors), Birkhauser
    • P. Carmona, F. Petit and M. Yor (2001). Exponential functionals of Lévy processes. O. Barndorff-Nielsen, T. Mikosch and S. Resnick (editors). Levy processes: theory and applications, pp. 41-55, Birkhauser.
    • (2001) Levy Processes: Theory and Applications , pp. 41-55
    • Carmona, P.1    Petit, F.2    Yor, M.3
  • 9
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    • Present value distributions with application to ruin theory and stochastic equations
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    • Private communication
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    • On the lengths of excursions of some Markov processes
    • Lecture Notes in Math., 1655, Springer, Berlin
    • J. Pitman and M. Yor (1997). On the lengths of excursions of some Markov processes. Séminaire de Probabilités XXXI, pp. 272-286, Lecture Notes in Math., 1655, Springer, Berlin.
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    • Pitman, J.1    Yor, M.2
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    • On the relative lengths of excursions derived from a stable subordinator
    • Lecture Notes in Math., 1655, Springer, Berlin
    • J. Pitman and M. Yor (1997). On the relative lengths of excursions derived from a stable subordinator. Séminaire de Probabilités XXXI, pp. 287-305, Lecture Notes in Math., 1655, Springer, Berlin.
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    • An extension of Goldie’s result and further results in infinite divisibility
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    • Shanbhag, D.N.1    Sreehari, M.2


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