On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
From MaRDI portal
Publication:373531
DOI10.3150/12-BEJSP01zbMath1287.60096arXiv1309.7801OpenAlexW4299587543MaRDI QIDQ373531
Publication date: 17 October 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1309.7801
Related Items (10)
Multifractal processes: definition, properties and new examples ⋮ Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization ⋮ Bernstein-gamma functions and exponential functionals of Lévy processes ⋮ Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space ⋮ Implicit renewal theory for exponential functionals of Lévy processes ⋮ Moment problems related to Bernstein functions ⋮ On the law of homogeneous stable functionals ⋮ The log-Lévy moment problem via Berg–Urbanik semigroups ⋮ Fractional Moments of Solutions to Stochastic Recurrence Equations ⋮ Explicit Formulae in Probability and in Statistical Physics
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process
- On sojourn times, excursions and spectral measures connected with quasidiffusions
- Supersymmetric quantum mechanics with Lévy disorder in one dimension
- On powers of Stieltjes moment sequences. II
- Applications de la théorie spectral des cordes vibrantes aux fonctionnelles additives principales d'un brownien réfléchi. (Applications of the spectral theory of vibrating strings to principal additive functionals of a reflected Brownian motion)
- Exponential functionals of Lévy processes
- Some explicit Krein representations of certain subordinators, including the gamma process
- Familles d'opérateurs potentiels
- On subordinators, self-similar Markov processes and some factorizations of the exponential variable
- A transformation from Hausdorff to Stieltjes moment sequences
- Further examples of explicit Krein representations of certain subordinators
- On powers of Stieltjes moment sequences, I
- Sur une famille sous-ordonnée au noyau de convolution de Hunt donné
- Symmetric Stable Processes as Traces of Degenerate Diffusion Processes
This page was built for publication: On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator