Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
We first characterize the increasing eigenfunctions associated to the following family of integro-differential operators, for any α, x>0, γ≥0 and fa smooth function on , where the coefficients ,σ≥0 and the measure ν, which satisfies the integrability condition ∫0∞(1∧r2)ν(dr)<+∞, are uniquely determined by the distribution of a spectrally negative, infinitely divisible random variable, with characteristic exponent ψ. L(γ) is known to be the infinitesimal generator of a positive...