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The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known...

Lamperti-stable processes Bessel processes stable processes positive self-similar Markov process spectrally negative Levy process Ciesielski-Taylor identity

The aim of this note is to give a straightforward proof of a general version of the Ciesielski-Taylor identity for positive self-similar Markov processes of the spectrally negative type which umbrellas all previously known...

Lamperti-stable processes Bessel processes stable processes positive self-similar Markov process spectrally negative Levy process Ciesielski-Taylor identity