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.
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.
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.
Other titles: | Centro Stefano Franscini, Ascona, Switzerland, May 20–24, 2002. |
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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: | 24 Jan 2022 01:03 |
Publisher: | Birkhäuser Basel |
Series Name: | Progress in Probability |
Number: | 58 |
ISBN: | 978-3-0348-9630-6 |
OA Status: | Closed |
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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