Time-inhomogeneous jump processes and variable order operators (Q334899): Difference between revisions

This paper is concerned with subordinators constructed from time-inhomogeneous Poisson point processes, which have independent and non-stationary increments. Classical results on Lévy subordinators are extended from the time stationary case to the non-stationary setting, and the equations governing the probability density function of the subordinator and its inverse process are written as variable order fractional equations. It is also shown how non-homogeneous subordination leads to two-parameter Bochner semigroups with time-dependent generators. This is applied in particular to time changes of Brownian motion via non-homogeneous subordinators.