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math.PR2009★ 4 cited
Explicit identities for Lévy processes associated to symmetric stable processes
M. E. Caballero, J. C. Pardo, J. L. Perez
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 sever…
math.PR2008★ 23 cited
On the Lamperti stable processes
M. E. Caballero, J. C. Pardo, J. L. Pérez
We consider a new family of -valued Lévy processes that we call Lamperti stable. One of the advantages of this class is that the law of many related functionals can be comput…