Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On Continuity Properties of the Law of Integrals of Lévy Processes

9 references·3 citing·38 second hop

FromToDepth

this work references cited by second hop

References

2005Stochastic Integration and Differential Equations4,594 cited
1990The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding379 cited
2001Exponential Functionals of Brownian Motion and Related Processes295 cited
2004A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour239 cited
2005Exponential functionals of Lévy processes234 cited
1993Risk theory in a stochastic economic environment156 cited
1997Present value distributions with applications to ruin theory and stochastic equations84 cited
2005Lévy integrals and the stationarity of generalised Ornstein–Uhlenbeck processes80 cited
2001Exponential Functionals of Lévy Processes62 cited

Cited by

2018Bernstein-gamma functions and exponential functionals of Lévy processes55 cited
2010Stationary solutions of the stochastic differential equation dVt=Vt−dUt+dLt with Lévy noise33 cited
2012Distributional properties of exponential functionals of Lévy processes28 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work