Some explicit Krein representations of certain subordinators, including the gamma process (Q998128)

The aim of the paper is to solve the Krein representation problem for the class of subordinators \((S_t^{\alpha,\beta};t\geq 0)\) whose Lévy measures are \[ \nu_{\alpha,\beta}(dy)=C\,\frac{\exp(-\beta y)}{y^{\alpha+1}}dy,\quad 0\leq \alpha<1,\quad \beta\geq 0. \] Also, \((S_t^{\alpha,\beta};t\geq 0)\) can be represented as continuous additive functionals of a Brownian motion, taken at the inverse local lime of that Brownian motion. Various examples are provided.