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most citedAnomalous diffusion models: different types of subordinator distribution

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math.PR2021

On the distribution of the product of two continuous random variables with an application to electricity market transactions. Finite and infinite-variance case

Julia Adamska, Łukasz Bielak, Joanna Janczura +1

In this paper we study the distribution of a product of two continuous random variables. We derive formulas for the probability density functions and moments of the products of the…