Some explicit Krein representations of certain subordinators, including the gamma process

DOI10.2977/prims/1166642190zbMath1123.60028arXivmath/0503254OpenAlexW2950409684MaRDI QIDQ998128

Catherine Donati-Martin, Marc Yor

Publication date: 10 August 2007

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503254

zbMATH Keywords

subordinatoradditive functionalEsscher transform

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55)

Related Items (7)

Multifractal scenarios for products of geometric Lévy-based stationary models ⋮ An explicit solution to the Skorokhod embedding problem for functionals of excursions of Markov processes ⋮ On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator ⋮ Lévy measure density corresponding to inverse local time ⋮ Dirichlet mean identities and laws of a class of subordinators ⋮ Extension technique for complete Bernstein functions of the Laplace operator ⋮ Excursions of diffusion processes and continued fractions

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