Mittag-Leffler functions and stable Lévy processes without negative jumps

DOI10.1016/J.EXMATH.2009.12.002zbMATH Open1194.33022OpenAlexW2963207619MaRDI QIDQ984629FDOQ984629

Thomas Simon

Publication date: 20 July 2010

Published in: Expositiones Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.exmath.2009.12.002

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• Completely monotone generalized Mittag-Leffler functions
• Mittag-Leffler functions and complete monotonicity

zbMATH Keywords

Mittag-Leffler functionWiener-Hopf factorizationLévy processes

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stable stochastic processes (60G52) Mittag-Leffler functions and generalizations (33E12)

Cites Work

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• Introductory lectures on fluctuations of Lévy processes with applications.
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• On Mittag-Leffler-type functions in fractional evolution processes
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• Completely monotone generalized Mittag-Leffler functions
• Maxima of sums of random variables and suprema of stable processes
• The law of the supremum of a stable Lévy process with no negative jumps
• The completely monotonic character of the Mittag-Leffler function 𝐸ₐ(-𝑥)
• On Wiener-Hopf factorisation and the distribution of extrema for certain stable processes
• Title not available (Why is that?)
• The representation of 𝑒^{-𝑥^{𝜆}} as a Laplace integral
• A few remarks on the supremum of stable processes
• On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
• Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law
• Title not available (Why is that?)
• On the Maxima of Random Walks and Stable Processes and the Arc-Sine Law

Cited In (9)

• Intertwining certain fractional derivatives
• On the law of homogeneous stable functionals
• On the First Exit Time of a Completely Asymmetric Stable Process from a Finite Interval
• On exit time of stable processes
• Mittag-Leffler functions and complete monotonicity
• Hitting densities for spectrally positive stable processes
• Law of the first passage triple of a spectrally positive strictly stable process
• On \(1/f\) noise
• Reflected spectrally negative stable processes and their governing equations

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