Matches in SemOpenAlex for { <https://semopenalex.org/work/W1753038704> ?p ?o ?g. }
- W1753038704 abstract "We establish a link between the distribution of an exponential functional I and the undershoots of a subordinator, which is given in terms of the associated harmonic potential measure. This allows us to give a necessary and sufficient condition in terms of the L'evy measure for the exponential functional to be multiplicative infinitely divisible. We then provide a formula for the moment generating function of an exponential functional $I$ and the so called remainder random variable $R$ associated to it. We provide a realization of the remainder random variable $R$ as an infinite product involving independent last position random variables of the subordinator. Some properties of harmonic measures are obtained and some examples are provided." @default.
- W1753038704 created "2016-06-24" @default.
- W1753038704 creator A5022617650 @default.
- W1753038704 creator A5063146494 @default.
- W1753038704 creator A5063658754 @default.
- W1753038704 date "2013-10-18" @default.
- W1753038704 modified "2023-10-01" @default.
- W1753038704 title "On exponential functionals, harmonic potential measures and undershoots of subordinators" @default.
- W1753038704 cites W1510533880 @default.
- W1753038704 cites W1557418021 @default.
- W1753038704 cites W1595755077 @default.
- W1753038704 cites W1972064693 @default.
- W1753038704 cites W1974507398 @default.
- W1753038704 cites W1979416097 @default.
- W1753038704 cites W19875155 @default.
- W1753038704 cites W1996566476 @default.
- W1753038704 cites W2006622273 @default.
- W1753038704 cites W2036373814 @default.
- W1753038704 cites W2044403606 @default.
- W1753038704 cites W2050069139 @default.
- W1753038704 cites W2086882329 @default.
- W1753038704 cites W2166596730 @default.
- W1753038704 cites W2322149119 @default.
- W1753038704 cites W2808072009 @default.
- W1753038704 hasPublicationYear "2013" @default.
- W1753038704 type Work @default.
- W1753038704 sameAs 1753038704 @default.
- W1753038704 citedByCount "0" @default.
- W1753038704 crossrefType "posted-content" @default.
- W1753038704 hasAuthorship W1753038704A5022617650 @default.
- W1753038704 hasAuthorship W1753038704A5063146494 @default.
- W1753038704 hasAuthorship W1753038704A5063658754 @default.
- W1753038704 hasConcept C105795698 @default.
- W1753038704 hasConcept C121332964 @default.
- W1753038704 hasConcept C122123141 @default.
- W1753038704 hasConcept C127934551 @default.
- W1753038704 hasConcept C134306372 @default.
- W1753038704 hasConcept C151376022 @default.
- W1753038704 hasConcept C182365436 @default.
- W1753038704 hasConcept C2780009758 @default.
- W1753038704 hasConcept C2781089630 @default.
- W1753038704 hasConcept C2781362121 @default.
- W1753038704 hasConcept C28826006 @default.
- W1753038704 hasConcept C33923547 @default.
- W1753038704 hasConcept C39613435 @default.
- W1753038704 hasConcept C41008148 @default.
- W1753038704 hasConcept C42747912 @default.
- W1753038704 hasConcept C55350006 @default.
- W1753038704 hasConcept C62520636 @default.
- W1753038704 hasConcept C627467 @default.
- W1753038704 hasConcept C77088390 @default.
- W1753038704 hasConcept C88757350 @default.
- W1753038704 hasConcept C94375191 @default.
- W1753038704 hasConceptScore W1753038704C105795698 @default.
- W1753038704 hasConceptScore W1753038704C121332964 @default.
- W1753038704 hasConceptScore W1753038704C122123141 @default.
- W1753038704 hasConceptScore W1753038704C127934551 @default.
- W1753038704 hasConceptScore W1753038704C134306372 @default.
- W1753038704 hasConceptScore W1753038704C151376022 @default.
- W1753038704 hasConceptScore W1753038704C182365436 @default.
- W1753038704 hasConceptScore W1753038704C2780009758 @default.
- W1753038704 hasConceptScore W1753038704C2781089630 @default.
- W1753038704 hasConceptScore W1753038704C2781362121 @default.
- W1753038704 hasConceptScore W1753038704C28826006 @default.
- W1753038704 hasConceptScore W1753038704C33923547 @default.
- W1753038704 hasConceptScore W1753038704C39613435 @default.
- W1753038704 hasConceptScore W1753038704C41008148 @default.
- W1753038704 hasConceptScore W1753038704C42747912 @default.
- W1753038704 hasConceptScore W1753038704C55350006 @default.
- W1753038704 hasConceptScore W1753038704C62520636 @default.
- W1753038704 hasConceptScore W1753038704C627467 @default.
- W1753038704 hasConceptScore W1753038704C77088390 @default.
- W1753038704 hasConceptScore W1753038704C88757350 @default.
- W1753038704 hasConceptScore W1753038704C94375191 @default.
- W1753038704 hasLocation W17530387041 @default.
- W1753038704 hasOpenAccess W1753038704 @default.
- W1753038704 hasPrimaryLocation W17530387041 @default.
- W1753038704 hasRelatedWork W176794315 @default.
- W1753038704 hasRelatedWork W1989289068 @default.
- W1753038704 hasRelatedWork W2052720950 @default.
- W1753038704 hasRelatedWork W2122855733 @default.
- W1753038704 hasRelatedWork W2182099430 @default.
- W1753038704 hasRelatedWork W2216213908 @default.
- W1753038704 hasRelatedWork W2766741778 @default.
- W1753038704 hasRelatedWork W2946095655 @default.
- W1753038704 hasRelatedWork W2949851776 @default.
- W1753038704 hasRelatedWork W2951636701 @default.
- W1753038704 hasRelatedWork W2963646625 @default.
- W1753038704 hasRelatedWork W2966139228 @default.
- W1753038704 hasRelatedWork W2972560976 @default.
- W1753038704 hasRelatedWork W3042829391 @default.
- W1753038704 hasRelatedWork W3092259514 @default.
- W1753038704 hasRelatedWork W3098669622 @default.
- W1753038704 hasRelatedWork W3152828161 @default.
- W1753038704 hasRelatedWork W38410969 @default.
- W1753038704 hasRelatedWork W2184355107 @default.
- W1753038704 hasRelatedWork W3196122712 @default.
- W1753038704 isParatext "false" @default.
- W1753038704 isRetracted "false" @default.
- W1753038704 magId "1753038704" @default.