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• W2951096890 abstract "We provide the increasing eigenfunctions associated to spectrally negative self-similar Feller semigroups, which have been introduced by Lamperti. These eigenfunctions are expressed in terms of a new family of power series which includes, for instance, the modified Bessel functions of the first kind and some generalizations of the Mittag-Leffler function. Then, we show that some specific combinations of these functions are Laplace transforms of self-decomposable or infinitely divisible distributions concentrated on the positive line with respect to the main argument, and, more surprisingly, with respect to a parameter of the process. In particular, this generalizes a result of Hartman (1976) obtained for the increasing solution of the Bessel differential equation. Finally, we compute, for some cases, the associated decreasing eigenfunctions and derive the Laplace transform of the exponential functionals of some spectrally negative Levy processes with a negative first moment." @default.
• W2951096890 created "2019-06-27" @default.
• W2951096890 creator A5006778951 @default.
• W2951096890 date "2006-05-16" @default.
• W2951096890 modified "2023-09-27" @default.
• W2951096890 title "Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of L'evy processes" @default.
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• W2951096890 hasPublicationYear "2006" @default.
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