On exponential functionals, harmonic potential measures and undershoots of subordinators

zbMath1332.60068arXiv1310.4955MaRDI QIDQ5179039

Larbi Alili, Wissem Jedidi, Víctor Manuel Rivero

Publication date: 19 March 2015

Full work available at URL: https://arxiv.org/abs/1310.4955

zbMATH Keywords

harmonic potential; Lévy measure; infinite divisibility; exponential functionals; subordinators; undershoots

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60G51: Processes with independent increments; Lévy processes

60E10: Characteristic functions; other transforms