most citedDistributions of exponential integrals of independent increment processes related to generalized gamma convolutions

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math.ST2012★ 4 cited

Distributions of exponential integrals of independent increment processes related to generalized gamma convolutions

Anita Behme, Makoto Maejima, Muneya Matsui +1

It is known that in many cases distributions of exponential integrals of Levy processes are infinitely divisible and in some cases they are also selfdecomposable. In this paper, we…