Explicit identities for Lévy processes associated to symmetric stable processes
Caballero, M.E. ; Pardo, J.C. ; Pérez, J.L.
Bernoulli, Tome 17 (2011) no. 1, p. 34-59 / Harvested from Project Euclid
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In this paper, we introduce a new class of Lévy processes which we call hypergeometric-stable Lévy processes because they are obtained from symmetric stable processes through several transformations, where the Gauss hypergeometric function plays an essential role. We characterize the Lévy measure of this class and obtain several useful properties such as the Wiener–Hopf factorization, the characteristic exponent and some associated exit problems.
Publié le : 2011-02-15
Classification:  first exit time,  first hitting time,  Lamperti representation,  positive self-similar Markov processes,  symmetric stable Lévy processes 
@article{1297173832,
     author = {Caballero, M.E. and Pardo, J.C. and P\'erez, J.L.},
     title = {Explicit identities for L\'evy processes associated to symmetric stable processes},
     journal = {Bernoulli},
     volume = {17},
     number = {1},
     year = {2011},
     pages = { 34-59},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1297173832}
}

Caballero, M.E.; Pardo, J.C.; Pérez, J.L. Explicit identities for Lévy processes associated to symmetric stable processes. Bernoulli, Tome 17 (2011) no. 1, pp.  34-59. http://gdmltest.u-ga.fr/item/1297173832/