On a particular class of self-decomposable random variables: the durations of Bessel excursions straddling independent exponential times
By Jean Bertoin, T. Fujita, Bernard Roynette, Marc Yor. 2006
46 citations recorded by the source corpus.
Subfields: Finance, Management Science and Operations Research, Mathematical Physics
View Paper: https://www.semanticscholar.org/paper/13d3fbfb65472bcbb7aa64fd6c134a8cacb54b13
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Lancelot F. James
- Bernard Roynette
- Marc Yor
- Vadim Linetsky
- Daniel Dufresne
- Hiroyuki Matsumoto
- Pierre Patie
- Ashkan Nikeghbali
In Management Science and Operations Research
In Mathematical Physics
- Lancelot F. James
- Bernard Roynette
- Marc Yor
- Jim Pitman
- Neil O'Connell
- Igor Prünster
- Antonio Lijoi
- Michael I. Jordan
Citations in the corpus
- Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples (2007, methodology): “E ( exp(− λe Gα) ) = α 1 − α 1 − (1 + λ)α−1 (1 + λ)α − 1 (230) ( see [4], formula 1.”