On the Density of Exponential Functionals of Lévy Processes
In this paper, we study the existence of the density associated to the exponential functional of the Levy process.
| Author: | |
|---|---|
| Format: | report |
| Status: | Published version |
| Publication Date: | 2011 |
| Country: | México |
| Institution: | Centro de Investigación en Matemáticas |
| Repository: | Repositorio Institucional CIMAT |
| Language: | English |
| OAI Identifier: | oai:cimat.repositorioinstitucional.mx:1008/597 |
| Online Access: | http://cimat.repositorioinstitucional.mx/jspui/handle/1008/597 |
| Access Level: | Open access |
| Keyword: | info:eu-repo/classification/MSC/Procesos de Levy info:eu-repo/classification/cti/1 info:eu-repo/classification/cti/12 info:eu-repo/classification/cti/1208 info:eu-repo/classification/cti/120806 |
| Summary: | In this paper, we study the existence of the density associated to the exponential functional of the Levy process. |
|---|