A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2021; you can also visit the original URL.
The file type is `application/pdf`

.

##
###
Distributional properties of killed exponential functionals and short-time behavior of Lévy-driven stochastic differential equations
[thesis]

2021

This thesis covers different properties of solutions to Lévy-driven stochastic differential equations. In Chapter 2, we consider various distributional properties of killed exponential functionals of Lévy processes. Similar to the case without killing, there are two ways to view the distribution of this random variable, leading to two main approaches to studying its properties. First, we consider the killed exponential functional as a stopped stochastic integral. Here, using tools from

doi:10.18725/oparu-35350
fatcat:mow2qkueybc5rgwmdirzdemzue