Double hypergeometric Lévy processes and self-similarity
Copyright policy )Double hypergeometric Lévy processes and self-similarity
AbstractMotivated by a recent paper (Budd (2018)), where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose Wiener–Hopf factorisation is explicit, and as a result many functionals can be determined in closed form.
- University of Ljubljana Slovenia
- Engineering and Physical Sciences Research Council United Kingdom
- Mathematics Research Center Mexico
- University of Bath United Kingdom
- Centro de Investigación en Matemáticas
/dk/atira/pure/subjectarea/asjc/1800/1804; name=Statistics, Probability and Uncertainty, Probability (math.PR), /dk/atira/pure/subjectarea/asjc/2600/2600; name=General Mathematics, Processes with independent increments; Lévy processes, self-similar Markov processes, Pick functions, Stable stochastic processes, Lévy processes, Wiener-Hopf factorisation, FOS: Mathematics, Self-similar stochastic processes, /dk/atira/pure/subjectarea/asjc/2600/2613; name=Statistics and Probability, complete Bernstein functions
/dk/atira/pure/subjectarea/asjc/1800/1804; name=Statistics, Probability and Uncertainty, Probability (math.PR), /dk/atira/pure/subjectarea/asjc/2600/2600; name=General Mathematics, Processes with independent increments; Lévy processes, self-similar Markov processes, Pick functions, Stable stochastic processes, Lévy processes, Wiener-Hopf factorisation, FOS: Mathematics, Self-similar stochastic processes, /dk/atira/pure/subjectarea/asjc/2600/2613; name=Statistics and Probability, complete Bernstein functions
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).4 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Top 10% influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!