Motivated by a recent paper (Budd (2018)), where a new family of positive self-similar Markov processes associated to stable processes appears, we introduce a new family of Lévy processes, called the double hypergeometric class, whose Wiener–Hopf factorisation is explicit, and as a result many functionals can be determined in closed form.

中文翻译：

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双超几何 Lévy 过程和自相似性

受最近一篇论文 (Budd (2018)) 的启发，其中出现了与稳定过程相关的新的正自相似马尔可夫过程族，我们引入了一个新的 Lévy 过程族，称为双超几何类，其 Wiener-Hopf 分解为显式的，因此许多泛函可以以封闭的形式确定。