Open Access
Asymptotic behaviour of exponential functionals of Lévy processes with applications to random processes in random environment
Author(s) -
Sandra Palau,
Juan Carlos Pardo,
Charline Smadi
Publication year - 2016
Publication title -
alea
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.667
H-Index - 18
ISSN - 1980-0436
DOI - 10.30757/alea.v13-44
Subject(s) - exponential function , mathematics , statistical physics , lévy process , mathematical analysis , physics