Arista, Jonas
- Implicit renewal theory for exponential functionals of Lévy processes
2015/10/07 by Arista, Jonas, Rivero, Víctor M. · 1 citation
#60 G 51 #60 J 55 #FOS: Mathematics #Probability (math.PR)
- Explicit expressions of the Hua-Pickrell semi-group
2020/08/17 by Jonas Arista, Arista, Jonas, Nizar Demni +1 · 1 citation
Physics and Astronomy · Mathematics · Economics, Econometrics and Finance · #Theoretical and Computational Physics #Stochastic processes and statistical mechanics #Stochastic processes and financial applications
- Matsumoto-Yor and Dufresne type theorems for a random walk on positive definite matrices
2021/12/23 by Jonas Arista, Elia Bisi, Arista, Jonas +3 · 1 citation
Computer Science · Mathematics · #22E30 #60B20 (Primary) #60G10 #60K35 #62H10 (Secondary) #82B23 #Advanced Topics in Algebra #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Matrix Theory and Algorithms #Probability (math.PR) #Random Matrices and Applications