Bivariate Bernstein-gamma functions are introduced with asymptotic bounds, yielding an explicit infinite convolution formula for the Mellin transform of finite-time exponential functionals of subordinators.
Intertwining, excursion theo ry and Krein theory of strings for non-self-adjoint Markov semigroups
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Bivariate Bernstein-gamma functions and moments of exponential functionals of subordinators
Bivariate Bernstein-gamma functions are introduced with asymptotic bounds, yielding an explicit infinite convolution formula for the Mellin transform of finite-time exponential functionals of subordinators.