Around the 1960s a celebrated collection of papers emerged offering a number of explicit
identities for the class of isotropic Lévy stable processes in one and higher dimensions; …

In this work we analyse the solution to the recurrence equation M_Ψ(z+1)=-zΨ(-
z)M_Ψ(z),\quadM_Ψ(1)=1, defined on a subset of the imaginary line and where -Ψ is any …

We study the distribution and various properties of exponential functionals of
hypergeometric Lévy processes. We derive an explicit formula for the Mellin transform of the …

We provide the spectral expansion in a weighted Hilbert space of a substantial class of
invariant non-self-adjoint and non-local Markov operators which appear in limit theorems for …

We start by identifying a class of pseudo‐differential operators, generated by the set of
continuous negative definite functions, that are in the weak similarity (WS) orbit of the self …

In this paper, we study the existence of the density associated with the exponential
functional of the Lévy process ξ, I_e_q:=0^e_qe^s\,ds, where e_q is an independent …

Asymptotics for densities of exponential functionals of subordinators Page 1 Bernoulli 29(4),
2023, 3307–3333 https://doi.org/10.3150/23-BEJ1584 Asymptotics for densities of exponential …

We discuss the existence and characterization of quasi-stationary distributions and Yaglom
limits of self-similar Markov processes that reach 0 in finite time. By Yaglom limit, we mean …

For a Lévy process ξ=(ξt) t⩾ 0 drifting to−∞, we define the so‐called exponential functional
as follows: I ξ=∫ 0∞ e ξ tdt. Under mild conditions on ξ, we show that the following …

We obtain an intertwining relation between some Riemann–Liouville operators of order
α∈(1, 2), connecting through a certain multiplicative identity in law the one-dimensional …