Exponential stopping and drifted stable processes

DOI10.1016/j.spl.2004.12.007zbMath1065.60045OpenAlexW2081408209MaRDI QIDQ1779669

Vanamamalai Seshadri, Gérard Letac

Publication date: 1 June 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2004.12.007

zbMATH Keywords

Lévy processesCharacterizationsInverse Gaussian distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (5)

Characterization of multivariate stable processes ⋮ Characterization of the inverse stable subordinator ⋮ Multivariate normal \(\alpha\)-stable exponential families ⋮ The normal tempered stable regression model ⋮ The stable processes on symmetric matrices

Cites Work

• Survival models for heterogeneous populations derived from stable distributions
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