Law of the absorption time of some positive self-similar Markov processes

DOI10.1214/10-AOP638zbMath1241.60020arXiv0911.1203MaRDI QIDQ414288

Pierre Patie

Publication date: 11 May 2012

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.1203

zbMATH Keywords

Lévy processesself-similar processesexponential functionalgeneralized hypergeometric functionsabsorption time

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Other functions coming from differential, difference and integral equations (33E30) Self-similar stochastic processes (60G18)

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