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Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions


Bertoin, J; Biane, Ph; Yor, M (2004). Poissonian exponential functionals, q-series, q-integrals, and the moment problem for log-normal distributions. In: Dalang, R C; Dozzi, M; Russo, F. Seminar on stochastic analysis, random fields and applications IV. Basel: Birkhäuser Basel, 45-56.

Abstract

Moments formulae for the exponential functionals associated with a Poisson process provide a simple probabilistic access to the so-called q-calculus, as well as to some recent works about the moment problem for the log-normal distributions.

Moments formulae for the exponential functionals associated with a Poisson process provide a simple probabilistic access to the so-called q-calculus, as well as to some recent works about the moment problem for the log-normal distributions.

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Additional indexing

Other titles:Centro Stefano Franscini, Ascona, Switzerland, May 20–24, 2002.
Item Type:Book Section, refereed, original work
Communities & Collections:07 Faculty of Science > Institute of Mathematics
Dewey Decimal Classification:510 Mathematics
Language:English
Date:2004
Deposited On:19 Jun 2013 13:10
Last Modified:05 Apr 2016 16:49
Publisher:Birkhäuser Basel
Series Name:Progress in Probability
Number:58
ISBN:978-3-0348-9630-6
Publisher DOI:https://doi.org/10.1007/978-3-0348-7943-9_3
Related URLs:http://www.zentralblatt-math.org/zbmath/search/?q=an%3A1056.60046

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