Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
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Publication:731728
DOI10.1214/08-AIHP182zbMath1180.31010arXivmath/0605453OpenAlexW2071332599MaRDI QIDQ731728
Publication date: 8 October 2009
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0605453
Modular representations and characters (20C20) Mittag-Leffler functions and generalizations (33E12) Self-similar stochastic processes (60G18) Harmonic, subharmonic, superharmonic functions on other spaces (31C05)
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