Ultrafast subordinators and their hitting times

DOI10.2298/PIM0694193KzbMath1246.60071OpenAlexW1974856582WikidataQ60580305 ScholiaQ60580305MaRDI QIDQ3510418

Mark M. Meerschaert, Mihály Kovács

Publication date: 2 July 2008

Published in: Publications de l'Institut Math?matique (Belgrade) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/pim0694193k

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zbMATH Keywords

regular variationsubordinatoranomalous diffusionhitting time

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Functional limit theorems; invariance principles (60F17)

Related Items (7)

Numerical computation of first-passage times of increasing Lévy processes ⋮ A Technique for Computing the PDFs and CDFs of Nonnegative Infinitely Divisible Random Variables ⋮ Triangular array limits for continuous time random walks ⋮ Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes ⋮ Regularity and asymptotics of densities of inverse subordinators ⋮ On subordination of holomorphic semigroups ⋮ Saddlepoint approximations for subordinator processes

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