Exponential stopping and drifted stable processes

DOI10.1016/J.SPL.2004.12.007MaRDI QIDQ1779669zbMATH OpenOpenAlexFDO

Authors Gérard Letac, Vanamamalai Seshadri

Publication date 1 June 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.12.007

zbMATH Keywords

CharacterizationsInverse Gaussian distributionLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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• Some properties of exponential integrals of Levy processes and examples
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Cites work

• scientific article; zbMATH DE number 3734898 (Why is no real title available?)
• scientific article; zbMATH DE number 918811 (Why is no real title available?)
• Survival models for heterogeneous populations derived from stable distributions

Cited in

(6)

• The normal tempered stable regression model
• The stable processes on symmetric matrices
• scientific article; zbMATH DE number 1029276 (Why is no real title available?)
• Characterization of the inverse stable subordinator
• Multivariate normal \(\alpha\)-stable exponential families
• Characterization of multivariate stable processes

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