arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 0904.2191math.PR

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

Thomas Simon

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑