Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration

DOI10.1016/j.bulsci.2008.10.001zbMath1171.60009OpenAlexW2148754575MaRDI QIDQ1028269

Pierre Patie

Publication date: 30 June 2009

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2008.10.001

zbMATH Keywords

self-similar processesexponential functionalLevy processescontinuous state btanching processes with immigration

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Mittag-Leffler functions and generalizations (33E12) Self-similar stochastic processes (60G18) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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