On the law of homogeneous stable functionals

DOI10.1051/PS/2018028zbMath1411.60070arXiv1510.07441OpenAlexW2963337736WikidataQ128775893 ScholiaQ128775893MaRDI QIDQ4629951

Thomas Simon, Julien Letemplier

Publication date: 28 March 2019

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1510.07441

zbMATH Keywords

infinite divisibility exponential functional stable Lévy process time-change beta random variable homogeneous functional

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

Related Items (4)

Density solutions to a class of integro-differential equations ⋮ Moment problems related to Bernstein functions ⋮ The log-Lévy moment problem via Berg–Urbanik semigroups ⋮ Fractional extreme distributions

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