2 papers
math.CA2024
Extending the Meijer -function
Dmitrii Karp, Alexey Kuznetsov
By replacing the Euler gamma function by the Barnes double gamma function in the definition of the Meijer -function, we introduce a new family of special functions, which we cal…
math.PR2008
On the first passage time for Brownian motion subordinated by a Levy process
T. R. Hurd, A. Kuznetsov
This paper considers the class of Lévy processes that can be written as a Brownian motion time changed by an independent Lévy subordinator. Examples in this class include the varia…