Some explicit identities associated with positive self-similar Markov processes

TY - JOUR

T1 - Some explicit identities associated with positive self-similar Markov processes

AU - Chaumont, L

AU - Kyprianou, Andreas E

AU - Pardo, J C

PY - 2009/3

Y1 - 2009/3

KW - First hitting time

KW - Exponential functional

KW - Conditioned stable Levy processes

KW - Positive self-similar Markov processes

KW - First exit time

KW - Lamperti representation

UR - https://www.scopus.com/pages/publications/60549090265

UR - http://dx.doi.org/10.1016/j.spa.2008.05.001

U2 - 10.1016/j.spa.2008.05.001

DO - 10.1016/j.spa.2008.05.001

M3 - Article

SN - 0304-4149

VL - 119

SP - 980

EP - 1000

JO - Stochastic Processes and their Applications

JF - Stochastic Processes and their Applications

IS - 3

ER -