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On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes

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References

2001Exponential Functionals of Brownian Motion and Related Processes295 cited
1985A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion174 cited

Cited by

2018Bernstein-gamma functions and exponential functionals of Lévy processes55 cited
2009Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes36 cited
2012A Wiener-Hopf type factorization for the exponential functional of Lévy processes31 cited
2004A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour20 cited

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