On exponential functionals, harmonic potential measures and undershoots of subordinators
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Publication:5179039
zbMath1332.60068arXiv1310.4955MaRDI QIDQ5179039
Wissem Jedidi, Larbi Alili, Víctor Manuel Rivero
Publication date: 19 March 2015
Full work available at URL: https://arxiv.org/abs/1310.4955
harmonic potential; Lévy measure; infinite divisibility; exponential functionals; subordinators; undershoots
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
60E10: Characteristic functions; other transforms
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