A comprehensive class of harmonic functions defined by convolution and its connection with integral transforms and hypergeometric functions

For given two harmonic functions $\Phi$ and $\Psi$ with real coefficients in the open unit disk $\mathbb{D}$, we study a class of harmonic functions $f(z)=z-\sum_{n=2}^{\infty}A_nz^{n}+\sum_{n=1}^{\infty}B_n\bar{z}^n$ $(A_n, B_n \geq 0)$ satisfying \RE \frac{(f*\Phi)(z)}{(f*\Psi)(z)}>\alpha \quad (0\leq \alpha <1, z \in \mathbb{D}); * being the harmonic convolution. Coefficient inequalities, growth and covering theorems, as well as closure theorems are determined. The results obtained extend several known results as special cases. In addition, we study the class of harmonic functions $f$ that satisfy \RE f(z)/z>\alpha $(0\leq \alpha <1, z \in \mathbb{D})$. As an application, their connection with certain integral transforms and hypergeometric functions is established.Comment: 14pages, 1 figur

The extended hypergeometric class of L\'evy processes

With a view to computing fluctuation identities related to stable processes, we review and extend the class of hypergeometric L\'evy processes explored in Kuznetsov and Pardo (arXiv:1012.0817). We give the Wiener-Hopf factorisation of a process in the extended class, and characterise its exponential functional. Finally, we give three concrete examples arising from transformations of stable processes.Comment: 22 page