A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2011; you can also visit the original URL.
The file type is
Let X be a spectrally negative self-similar Markov process with 0 as an absorbing state. In this paper, we show that the distribution of the absorption time is absolutely continuous with an infinitely continuously differentiable density. We provide a power series and a contour integral representation of this density. Then, by means of probabilistic arguments, we deduce some interesting analytical properties satisfied by these functions, which include, for instance, several types ofdoi:10.1214/10-aop638 fatcat:5ofzzvrbnjgcpokzxkg7cmhmua