Lévy stable distributions via associated integral transform

DOI10.1063/1.4709443zbMath1278.60025arXiv1202.1789WikidataQ116677429 ScholiaQ116677429MaRDI QIDQ2860764

Katarzyna Górska, Karol A. Penson

Publication date: 20 November 2013

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.1789

zbMATH Keywords

Lévy transform; Efros theorem

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60E05: Probability distributions: general theory

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Uses Software

• DLMF

Cites Work

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