Abstract:We establish a new connection between the class of Nevanlinna-Pick functions and the one of the exponents associated to spectrally negative Lévy processes. As a consequence, we compute the characteristics related to some hyperbolic functions and we show a property of temporal complete monotonicity, similar to the one obtained via the Lamperti transformation by Bertoin & Yor (On subordinators, selfsimilar Markov processes and some factorizations of the exponential variable, Elect. Comm. in Probab., vol. 6, pp. … Show more
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