Lévy processes with respect to the Whittaker convolution

DOI10.1090/tran/8294zbMath1478.60142arXiv1805.03051OpenAlexW3094266744MaRDI QIDQ5853477

Rúben Sousa, Semyon B. Yakubovich, Manuel C. Guerra

Publication date: 10 March 2021

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.03051

zbMATH Keywords

infinitely divisible distributionsLévy processgeneralized convolutionmartingale characterizationShiryaev processindex Whittaker transform

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov semigroups and applications to diffusion processes (47D07) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (6)

Generalization of Titchmarsh's theorem for the modified Whittaker transform ⋮ Weyl operator associated with index Whittaker transform ⋮ Whittaker-Stockwell transform and Tikhonov regularization problem ⋮ How exceptional is the extremal Kendall and Kendall-type convolution ⋮ Unnamed Item ⋮ A unified construction of product formulas and convolutions for Sturm-Liouville operators

Uses Software

• DLMF

Cites Work

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