The tempered stable process with infinitely divisible inverse subordinators

DOI10.1088/1742-5468/2013/10/P10011zbMath1456.82827MaRDI QIDQ3301420

Agnieszka Wyłomańska

Publication date: 11 August 2020

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Stable stochastic processes (60G52)

Related Items (12)

Stable continuous-time autoregressive process driven by stable subordinator ⋮ On fractional tempered stable processes and their governing differential equations ⋮ Tempered relaxation equation and related generalized stable processes ⋮ Generalised fractional evolution equations of Caputo type ⋮ The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations ⋮ Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators ⋮ Stochastic representation of solution to nonlocal-in-time diffusion ⋮ Codifference as a practical tool to measure interdependence ⋮ Modeling anomalous diffusion by a subordinated integrated Brownian motion ⋮ Large deviations for a class of tempered subordinators and their inverse processes ⋮ Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient ⋮ Empirical anomaly measure for finite-variance processes

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