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Citation(s) in RCA

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Number Cited by Other Article(s)
1
Xu W. Asymptotic results for heavy-tailed Lévy processes and their exponential functionals. BERNOULLI 2021. [DOI: 10.3150/21-bej1330] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
2
Patie P, Savov M, Zhao Y. Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups. ANN PROBAB 2019. [DOI: 10.1214/19-aop1338] [Citation(s) in RCA: 6] [Impact Index Per Article: 1.2] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
3
Véchambre G. Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2019. [DOI: 10.1214/18-aihp892] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.4] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
4
Patie P, Savov M. Bernstein-gamma functions and exponential functionals of Lévy processes. ELECTRON J PROBAB 2018. [DOI: 10.1214/18-ejp202] [Citation(s) in RCA: 20] [Impact Index Per Article: 3.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
5
Chhaibi R. A note on a Poissonian functional and a $q$-deformed Dufresne identity. ELECTRONIC COMMUNICATIONS IN PROBABILITY 2016. [DOI: 10.1214/16-ecp4055] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
6
Patie P, Savov M. Extended factorizations of exponential functionals of Lévy processes. ELECTRON J PROBAB 2012. [DOI: 10.1214/ejp.v17-2057] [Citation(s) in RCA: 8] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
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