Law of the absorption time of some positive self-similar Markov processes (Q414288): Difference between revisions

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Property / Mathematics Subject Classification ID: 60G18 / rank
 
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Property / Mathematics Subject Classification ID: 60E07 / rank
 
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Property / zbMATH DE Number: 6032943 / rank
 
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self-similar processes
Property / zbMATH Keywords: self-similar processes / rank
 
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Property / zbMATH Keywords
 
absorption time
Property / zbMATH Keywords: absorption time / rank
 
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Lévy processes
Property / zbMATH Keywords: Lévy processes / rank
 
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exponential functional
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generalized hypergeometric functions
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Property / arXiv ID: 0911.1203 / rank
 
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Latest revision as of 04:03, 5 July 2024

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Law of the absorption time of some positive self-similar Markov processes
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    Law of the absorption time of some positive self-similar Markov processes (English)
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    11 May 2012
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    self-similar processes
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    absorption time
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    Lévy processes
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    exponential functional
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    generalized hypergeometric functions
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