10 citations · 16 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 6 cited
q-Invariant Functions for Some Generalizations of the Ornstein-Uhlenbeck Semigroup
P. Patie
We show that the multiplication operator associated to a fractional power of a Gamma random variable, with parameter q>0, maps the convex cone of the 1-invariant functions for a se…
math.PR2007★ 10 cited
Law of the exponential functional of a new family of one-sided Levy processes via self-similar continuous state branching processes with immigration and the Wright hypergeometric functions
P. Patie
We first introduce and derive some basic properties of a two-parameters family of one-sided Levy processes. Their Laplace exponents are given in terms of the Pochhammer symbol. Thi…