The PDF file you selected should load here if your Web browser has a PDF reader plug-in installed (for example, a recent version of Adobe Acrobat Reader).

Alternatively, you can also download the PDF file directly to your computer, from where it can be opened using a PDF reader. To download the PDF, click the Download link below.

If you would like more information about how to print, save, and work with PDFs, Highwire Press provides a helpful Frequently Asked Questions about PDFs.

Download this PDF file Fullscreen Fullscreen Off

References

  1. M. Barlow, J. Pitman and M. Yor (1989). Une extension multidimensionnelle de la loi de l'arcsinus Séminaire de Probabilités XXIII, pp. 275-293, Lecture Notes in Math., 1372, Springer, Berlin. Math. Review 91c:60106 .
  2. J. Bertoin (1996). Lévy processes . Cambridge University Press. Math. Review 98e:60117 .
  3. J. Bertoin (1999). Subordinators: Examples and Applications. Ecole d'été de Probabilités de St-Flour , pp. 1-91, Lect. Notes in Maths 1717, Springer, Berlin. Math. Review CMP 1 746 300 .
  4. J. Bertoin and M.-E. Caballero (2001). Entrance from $0+$ for increasing semi-stable Markov processes. To appear in Bernoulli .
  5. J. Bertoin and M. Yor (2001). Entrance laws of self-similar Markov processes and exponential functionals of Lévy processes. To appear in Potential Analysis .
  6. P. Carmona, F. Petit and M. Yor (1994). Sur les fonctionnelles exponentielles de certains processus de Lévy. Stochastics and Stochastics Reports 47, 71-101. Math. Review 2001f:60047 .
  7. P. Carmona, F. Petit and M. Yor (1997). On the distribution and asymptotic results for exponential functionals of Levy processes. In: M. Yor (editor) Exponential functionals and principal values related to Brownian motion, pp. 73-121. Biblioteca de la Revista Matematica Iberoamericana. Math. Review 99h:60144 .
  8. P. Carmona, F. Petit and M. Yor (2001). Exponential functionals of Lévy processes. O. Barndorff-Nielsen, T. Mikosch and S. Resnick (editors). Lévy processes: theory and applications, pp. 41-55, Birkhauser.
  9. H. K. Gjessing and J. Paulsen (1997). Present value distributions with application to ruin theory and stochastic equations. Stochastic Process. Appl. 71, 123-144. Math. Review 99b:60068 .
  10. M. Gradinaru, B. Roynette, P. Vallois, and M. Yor (1999). Abel transform and integrals of Bessel local times. Ann. Inst. H. Poincaré Probab. Statist. 35, 531-572. Math. Review 2000i:60085 .
  11. J. W. Lamperti (1972). Semi-stable Markov processes. Z. Wahrscheinlichkeitstheorie verw. Gebiete 22, 205-225. Math. Review 46 #6478 .
  12. G. Letac (1985). A characterization of the Gamma distribution. Adv. Appl. Prob. 17, 911-912. Math. Review 87b:62016 .
  13. J. Pitman and M. Yor (1997). On the lengths of excursions of some Markov processes. Séminaire de Probabilités XXXI, pp. 272-286, Lecture Notes in Math., 1655, Springer, Berlin. Math. Review 98j:60108 .
  14. J. Pitman and M. Yor (1997). On the relative lengths of excursions derived from a stable subordinator. Séminaire de Probabilités XXXI, pp. 287-305, Lecture Notes in Math., 1655, Springer, Berlin. Math. Review 99a:60083 .
  15. D. N. Shanbhag and M. Sreehari (1977). On certain self-decomposable distributions. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 38, 217-222. Math. Review 55 #9214 .
  16. D. N. Shanbhag and M. Sreehari (1979). An extension of Goldie's result and further results in infinite divisibility. Z. Wahrsch. Verw. Gebiete 47, 19-25. Math. Review 80e:60023 .
  17. D. Williams (1979). Diffusions, Markov processes, and martingales vol. 1: Foundations. Wiley, New-York. Math. Review 80i:60100 .
Bookmark and Share


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.