Extended factorizations of exponential functionals of Lévy processes

DOI10.1214/EJP.V17-2057zbMath1253.60063arXiv1107.0655WikidataQ114060437 ScholiaQ114060437MaRDI QIDQ428658

Pierre Patie, Mladen Svetoslavov Savov

Publication date: 22 June 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.0655

zbMATH Keywords

Lévy processesspecial functionsinfinite divisibilityexponential functionalstable Lévy processescomplete monotonicityWiener-Hopf factorizations

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Moment problems (44A60) Local time and additive functionals (60J55)

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