On the law of homogeneous stable functionals (Q4629951): Difference between revisions

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scientific article; zbMATH DE number 7044366

Language	Label	Description	Also known as
English	On the law of homogeneous stable functionals	scientific article; zbMATH DE number 7044366

Statements

scholarly article

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On the law of homogeneous stable functionals (English)

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Julien Letemplier

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ESAIM: Probability and Statistics

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publication date

28 March 2019

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full work available at URL

https://arxiv.org/abs/1510.07441

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zbMATH Keywords

beta random variable

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exponential functional

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homogeneous functional

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infinite divisibility

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stable Lévy process

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time-change

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MaRDI profile type

MaRDI publication profile

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Asymptotic behaviour of the Urbanik semigroup

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Cauchy's principal value of local times of Lévy processes with no negative jumps via continuous branching processes

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Generalized gamma convolutions and related classes of distributions and densities

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A proof of Bondesson's conjecture on stable densities

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Conditioned stable Lévy processes and the Lamperti representation

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Exercises in Probability

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The Maximum of Sums of Stable Random Variables

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Asian options and meromorphic Lévy processes

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Special, conjugate and complete scale functions for spectrally negative Lévy processes

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The area of a spectrally positive stable process stopped at zero

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Hitting densities for spectrally positive stable processes

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Log-convex solutions to the functional equation \(f(x+1)=g(x)f(x):\Gamma\)-type functions

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1051/PS/2018028

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Sitelinks

Mathematics(1 entry)

mardi Publication:4629951

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