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On the distribution of exponential functionals for Levy processes with jumps of rational transform
exponential functionals Levy processes rational transform
2010/11/22
We derive explicit formulas for the Mellin transform and the distribution of the exponential functional for Levy processes with rational Laplace exponent. This extends recent results by Cai and Kou o...
Bounds for some Perturbed Čebyšev Functionals
È ebyš ev Grüss type inequality Integral inequalities Lebesgue $p-$norms
2010/1/22
Bounds for the perturbed Cebyšev functionals and when and is the identity function on the interval are given. Applications for some Grüss' type inequalities are also provided.