Cover Image

Bivariate Bernstein-gamma functions, potential measures, and asymptotics of exponential functionals of Lévy processes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Minchev, Martin, Savov, Mladen
Format:	Preprint
Published:	2023
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Recent developments in exponential functionals of Lévy processes
by: Minchev, Martin, et al.
Published: (2025)

Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions
by: Palmowski, Zbigniew, et al.
Published: (2023)

On the probability of n equidistant points in high-dimensional lattices
by: Gerdjikov, Stefan, et al.
Published: (2025)

The uniqueness of the Wiener-Hopf factorisation of Lévy processes and random walks
by: Döring, Leif, et al.
Published: (2023)

Regularity and asymptotics of densities of inverse subordinators
by: Ascione, Giacomo, et al.
Published: (2023)

Properties and conjectures regarding discrete renewal sequences
by: Nikolov, Nikolai, et al.
Published: (2023)

Sufficientness postulates for measure-valued Pólya urn sequences
by: Sariev, Hristo, et al.
Published: (2023)

Characterization of exchangeable measure-valued Pólya urn sequences
by: Sariev, Hristo, et al.
Published: (2023)

Fluctuation theory for spectrally negative Lévy processes killed by additive functionals
by: Noba, Kei, et al.
Published: (2026)

Dichotomy in the small-time asymptotics of spectral heat content for Lévy processes
by: Lee, Jaehun, et al.
Published: (2025)

Multi-type branching processes with immigration generated by point processes
by: Minchev, Martin, et al.
Published: (2024)

General asymptotic representations of indexes based on the functional empirical process and the residual functional empirical process and applications
by: Lo, Gane Samb, et al.
Published: (2025)

Moments of polynomial functionals of spectrally positive Lévy processes
by: Glynn, Peter W., et al.
Published: (2023)

Complete right tail asymptotic for the density of branching processes with fractional generating functions
by: Kutsenko, Anton A.
Published: (2025)

Censored fractional Bernstein derivatives and stochastic processes
by: Li, Cailing
Published: (2024)

$L^2$-exponential ergodicity of stochastic Hamiltonian systems with $α$-stable Lévy noises
by: Jianhai, Bao, et al.
Published: (2024)

Lévy processes with partially stochastic resetting
by: Palmowski, Zbigniew, et al.
Published: (2026)

The uniqueness of the Wiener–Hopf factorisation of Lévy processes and random walks
by: Leif Döring, et al.
Published: (2024)

The "pits effect" for entire functions of exponential type and the Wiener spectrum
by: Benatar, Jacques, et al.
Published: (2019)

Lévy processes with jumps governed by lower incomplete gamma subordinator and its variations
by: Babulal, Meena Sanjay, et al.
Published: (2023)

Lévy processes resurrected in the positive half-line
by: Caballero, María Emilia, et al.
Published: (2024)

At-the-money short-time call-price asymptotics for new classes of exponential Lévy models
by: Hoffmeyer, Allen, et al.
Published: (2026)

Hopf-Lax approximation for value functions of Lévy optimal control problems
by: Kupper, Michael, et al.
Published: (2025)

Limit theorems for stochastic exponentials of matrix-valued Lévy processes
by: Behme, Anita, et al.
Published: (2024)

Regularity and asymptotics of densities of inverse subordinators
by: Giacomo Ascione, et al.
Published: (2024)

Loewner Theory for Bernstein functions II: applications to inhomogeneous continuous-state branching processes
by: Gumenyuk, Pavel, et al.
Published: (2022)

Invertibility of functionals of the Poisson process and applications
by: Coutin, Laure, et al.
Published: (2023)

Spatial asymptotic behaviors of fractional stochastic heat equations driven by additive Lévy white noise
by: Shiozawa, Yuichi, et al.
Published: (2024)

Conditionings to avoid points with various clocks for Lévy processes
by: Iba, Kohki, et al.
Published: (2024)

Estimates of $mm$-entropy of a stable Lévy process
by: Khamzin, Viktor, et al.
Published: (2026)

Moments of additive martingales of branching Lévy processes and applications
by: Ren, Yan-Xia, et al.
Published: (2025)

Excursion theory for Markov processes indexed by Levy trees
by: Riera, Armand, et al.
Published: (2024)

Asymptotic behaviors of subcritical branching killed Lévy processes
by: Ren, Yan-Xia, et al.
Published: (2025)

Itô integral for a two-sided Lévy process
by: Balan, Raluca M., et al.
Published: (2026)

Uniform exponential convergence of SAA with AMIS and asymptotics of its optimal value
by: Zhang, Wenjin, et al.
Published: (2024)

Estimates for exponential functionals of continuous Gaussian processes with emphasis on fractional Brownian motion
by: López-Mimbela, José Alfredo, et al.
Published: (2023)

On reflected Lévy processes with collapse
by: Boxma, Onno, et al.
Published: (2025)

Large-width functional asymptotics for deep Gaussian neural networks
by: Bracale, Daniele, et al.
Published: (2021)

Existence of generalized Busemann functions and Gibbs measures for random walks in random potentials
by: Groathouse, Sean, et al.
Published: (2023)

Optimal estimation of local time and occupation time measure for an α-stable Levy process
by: Amorino, Chiara, et al.
Published: (2022)