57 citations · 229 across the 42 of their papers we have counts for
4 papers · 2 filters
Intertwining certain fractional derivatives
Pierre Patie, Thomas Simon
We obtain an intertwining relation between some Riemann-Liouville operators of order a in (1,2) connecting through a certain multiplicative identity in law the one-dimensional marg…
Multiplicative strong unimodality for positive stable laws
Thomas Simon
It is known that real Non-Gaussian stable distributions are unimodal, not additive strongly unimodal, and multiplicative strongly unimodal in the symmetric case. By a theorem of Cu…
Hitting densities for spectrally positive stable processes
Thomas Simon
A multiplicative identity in law connecting the hitting times of completely asymmetric stable Lévy processes in duality is established. In the spectrally positive case, this id…
On the unimodality of power transformations of positive stable densities
Thomas Simon
Let be a positive stable random variable and We show the existence of an unbounded open domain in with a cusp at , c…