39 citations · 197 across the 34 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
math.PR2019
Bivariate Bernstein-gamma functions and moments of exponential functionals of subordinators
Adam Barker, Mladen Savov
In this paper, we extend recent work on the functions that we call Bernstein-gamma to the class of bivariate Bernstein-gamma functions. In the more general bivariate setting, we de…
math.PR2019
On Doney's striking factorization of the arc-sine law
Larbi Alili, Carine Bartholmé, Loïc Chaumont +3
R. Doney identifies a striking factorization of the arc-sine law in terms of the suprema of two independent stable processes of the same index by an elegant random walks approximat…
math.PR2019
A Characterization of the Finiteness of Perpetual Integrals of Levy Processes
Martin Kolb, Mladen Savov
We derive a criterium for the almost sure finiteness of perpetual integrals of \LL processes for a class of real functions including all continuous functions and for general one-di…