Anita Behme

activity

20122026

most citedA criterion for invariant measures of Itô processes based on the symbol

7 citations · 31 across the 20 of their papers we have counts for

collaborators

Showing 2015Show all

3 papers · 1 filter

math.PR2015

Laplace Symbols and Invariant Distributions

Anita Behme, Alexander Schnurr

We introduce a new kind of symbol in the framework of Itô processes which are bounded on one side. The connection between this symbol and the infinitesimal generator is analyzed. B…

math.PR2015★ 1 cited

A class of scale mixtures of gamma(k)-distributions that are generalized gamma convolutions

Anita Behme, Lennart Bondesson

Let $k > 0$ be an integer and $Y$ a standard Gamma $(k)$ distributed random variable. Let $X$ be an independent positive random variable with a density that is hyperbolically m…

math.PR2015★ 2 cited

Exponential functionals of Lévy processes with jumps

Anita Behme

We study the exponential functional $\int_{0}^{\infty} e^{- ξ_{s -}} d η_{s}$ of two one-dimensional independent Lévy processes $ξ$ and $η$ , where $η$ is a subordinator. In particular, w…