Inverse tempered stable subordinators (Q893974)

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Language	Label	Description	Also known as
English	Inverse tempered stable subordinators	scientific article

Statements

scholarly article

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Inverse tempered stable subordinators (English)

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Statistics \& Probability Letters

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publication date

23 November 2015

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full work available at URL

https://arxiv.org/abs/1410.1632

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zbMATH Keywords

exit times

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stable subordinators

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tempered stable subordinators

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governing PDE's

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Palaniappan Vellaisamy

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MaRDI profile type

MaRDI publication profile

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Financial Modelling with Jump Processes

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Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion

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Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary

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The fractional Poisson process and the inverse stable subordinator

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Transient anomalous sub-diffusion on bounded domains

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Triangular array limits for continuous time random walks

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Tempering stable processes

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Numerical computation of first-passage times of increasing Lévy processes

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First-exit times of an inverse Gaussian process

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Identifiers

zbMATH Open document ID

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10.1016/j.spl.2015.04.010

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:893974

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