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

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dc.creatorSimon, Thomas
dc.date2009-04-14
dc.date.accessioned2026-07-07T13:04:08Z
dc.date.available2026-07-07T13:04:08Z
dc.descriptionIt 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.
dc.identifierhttps://arxiv.org/abs/0904.2191
dc.identifierhttp://arxiv.org/abs/0904.2191
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/227052
dc.subjectProbability
dc.subject33E12, 60E05, 60G52.
dc.titleFonctions de Mittag-Leffler et processus de Lévy stables sans saut négatif
dc.typetext

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