Some properties of exponential integrals of Levy processes and examples.
Kondo, Hitoshi ; Maejima, Makoto ; Sato, Ken-Iti
Electronic Communications in Probability [electronic only], Tome 11 (2006), p. 291-303 / Harvested from The Electronic Library of Mathematics
Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:128415
@article{05212962,
     title = {Some properties of exponential integrals of Levy processes and examples.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {11},
     year = {2006},
     pages = {291-303},
     zbl = {1130.60060},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05212962}
}
Kondo, Hitoshi; Maejima, Makoto; Sato, Ken-Iti. Some properties of exponential integrals of Levy processes and examples.. Electronic Communications in Probability [electronic only], Tome 11 (2006) pp. 291-303. http://gdmltest.u-ga.fr/item/05212962/