Behme, Anita; Schnurr, Alexander Laplace symbols and invariant distributions. (English) Zbl 1406.60108 Stat. Probab. Lett. 137, 217-223 (2018). MSC: 60J25 60G51 PDFBibTeX XMLCite \textit{A. Behme} and \textit{A. Schnurr}, Stat. Probab. Lett. 137, 217--223 (2018; Zbl 1406.60108) Full Text: DOI arXiv
Behme, Anita; Lindner, Alexander On exponential functionals of Lévy processes. (English) Zbl 1323.60063 J. Theor. Probab. 28, No. 2, 681-720 (2015). MSC: 60G51 60G10 60J60 60J35 PDFBibTeX XMLCite \textit{A. Behme} and \textit{A. Lindner}, J. Theor. Probab. 28, No. 2, 681--720 (2015; Zbl 1323.60063) Full Text: DOI arXiv
Behme, Anita Exponential functionals of Lévy processes with jumps. (English) Zbl 1321.60092 ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 1, 375-397 (2015). MSC: 60G51 60G10 60E07 PDFBibTeX XMLCite \textit{A. Behme}, ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 1, 375--397 (2015; Zbl 1321.60092) Full Text: arXiv Link
Behme, Anita; Chong, Carsten; Klüppelberg, Claudia Superposition of COGARCH processes. (English) Zbl 1339.60035 Stochastic Processes Appl. 125, No. 4, 1426-1469 (2015). MSC: 60G10 60G51 60G57 60H10 60H05 91G80 PDFBibTeX XMLCite \textit{A. Behme} et al., Stochastic Processes Appl. 125, No. 4, 1426--1469 (2015; Zbl 1339.60035) Full Text: DOI arXiv
Behme, Anita Diana Distributional properties of solutions of \(\text dV_{T} = V_{T-} \text dU_{T} + \text dL_T\) with Lévy noise. (English) Zbl 1226.60088 Adv. Appl. Probab. 43, No. 3, 688-711 (2011). MSC: 60H10 60G51 PDFBibTeX XMLCite \textit{A. D. Behme}, Adv. Appl. Probab. 43, No. 3, 688--711 (2011; Zbl 1226.60088) Full Text: DOI
Behme, Anita; Lindner, Alexander; Maller, Ross Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise. (English) Zbl 1209.60033 Stochastic Processes Appl. 121, No. 1, 91-108 (2011). MSC: 60H10 PDFBibTeX XMLCite \textit{A. Behme} et al., Stochastic Processes Appl. 121, No. 1, 91--108 (2011; Zbl 1209.60033) Full Text: DOI