Barndorff-Nielsen, O.; Blæsild, P.; Halgreen, C. - In: Stochastic Processes and their Applications 7 (1978) 1, pp. 49-54
Any generalized inverse Gaussian distribution with a non-positive power parameter is shown to be the distribution of the first hitting time of level 0 for each of a variety of time-homogeneous diffusions on the interval [0, [infinity]). The infinite divisibility of the generalized inverse...
