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article · 2013

On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator

Results about the laws of the perpetuity and remainder variables associated to a subordinator are presented, with particular emphasis on their Mellin transfo...

19 citationsDOI: https://doi.org/10.3150/12-bejsp01Open accessPDF reported by metadataFull text reported by metadata
On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator