New families of subordinators with explicit transition probability semigroup

DOI10.1016/j.spa.2014.06.005zbMath1300.60068arXiv1402.1062OpenAlexW2167464952MaRDI QIDQ404140

J. Herrera, H. S. Yoon

Publication date: 4 September 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.1062

zbMATH Keywords

gamma functionsubordinatorBessel functionscomplete monotonicityLambert \(W\)-functionexplicit transition densitygeneralized gamma convolutionsKendall identityLaplace transform identity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Laplace transform (44A10)

Related Items (14)

TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ The evaluation of a weighted sum of Gauss hypergeometric functions and its connection with Galton-Watson processes ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Asymptotic and structural properties of special cases of the Wright function arising in probability theory ⋮ Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\) ⋮ On Dirichlet series and functional equations ⋮ Affine relation between an infinitely divisible distribution function and its Lévy measure ⋮ The Method of Chernoff Approximation ⋮ Chernoff approximation of subordinate semigroups ⋮ The Dickman subordinator, renewal theorems, and disordered systems ⋮ Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders ⋮ Small time asymptotics of spectral heat contents for subordinate killed Brownian motions related to isotropic α‐stable processes ⋮ Equivalent measure changes for subordinate diffusions ⋮ On free regular and Bondesson convolution semigroups

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Lambert's \(W\), infinite divisibility and Poisson mixtures
• On Kendall-Ressel and related distributions
• On Mittag-Leffler functions and related distributions
• Natural real exponential families with cubic variance functions
• Potential theory of special subordinators and subordinate killed stable processes
• Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
• Regeneration in random combinatorial structures
• Generalized gamma convolutions and related classes of distributions and densities
• On the Lambert \(w\) function
• Kendall's identity for the first crossing time revisited
• Fluctuations of Lévy processes with applications. Introductory lectures
• Combinatorial stochastic processes. Ecole d'Eté de Probabilités de Saint-Flour XXXII -- 2002.
• Wiener-Hopf Factorization of Diffusions and Lévy Processes
• Potential Theory of Subordinate Brownian Motion
• A Generalization of the Poisson Distribution
• Stochastic Volatility for Lévy Processes
• Financial Modelling with Jump Processes
• Fractional Calculus: Integral and Differential Equations of Fractional Order
• Bernstein functions. Theory and applications

This page was built for publication: New families of subordinators with explicit transition probability semigroup