Some definite integrals arising from selfdecomposable characteristic functions

DOI10.1007/S10986-023-09607-XzbMath1525.60026arXiv2301.11625OpenAlexW4386715226MaRDI QIDQ6054050

Zbigniew J. Jurek

Publication date: 24 October 2023

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2301.11625

zbMATH Keywords

Lévy processinfinite divisibilityrandom integralselfdecomposabilitylog-gamma distributiongeneralized logistic distributionMeixner distributionsFeller-Spitzer distributionshyperbolic characteristic functionsUrbanik classes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Stochastic integrals (60H05)

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