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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

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Showing 2019Show all

2 papers · 1 filter

math.PR2019★ 2 cited

Continuity properties and the support of killed exponential functionals

Anita Behme, Alexander Lindner, Jana Reker +1

For two independent Lévy processes and and an exponentially distributed random variable with parameter , independent of and , the killed exponential functio…

math.PR2019

Exponential functionals of Markov additive processes

Anita Behme, Apostolos Sideris

We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical Lévy case studied by Erickson and…