Fonctions de Mittag-Leffler et processus de Lévy stables sans saut négatif

Details Fonctions de Mittag-Leffler et processus de Lévy stables sans saut négatif Fonctions de Mittag-Leffler et processus de Lévy stables sans saut négatif

2009-04-14

arxiv.org/abs/0904.2191v1

Mathematics

Probability

Scientific paper

It is noticed that a certain transform of the Mittag-Leffler function Ea is completely monotone for a in [1,2]. Using the explicit expressions of its Bernstein density, an identity in law between suprema of completely asymmetric Levy a-stable processes. In the spectrally positive case, we retrieve the exact expression of a unilateral small deviation constant which had been previously obtained by a different method by Bernyk, Dalang and Peskir.

Affiliated with

Also associated with

No associations

Rating

Fonctions de Mittag-Leffler et processus de Lévy stables sans saut négatif does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Fonctions de Mittag-Leffler et processus de Lévy stables sans saut négatif, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Fonctions de Mittag-Leffler et processus de Lévy stables sans saut négatif will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-591009