On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator

DOI10.3150/12-BEJSP01zbMath1287.60096arXiv1309.7801MaRDI QIDQ373531

Marc Yor, Francis Hirsch

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.7801

zbMATH Keywords

Mellin transform; inverse local time; multiplicative infinite divisibility

Mathematics Subject Classification ID

60J60: Diffusion processes

60J55: Local time and additive functionals

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