Further examples of explicit Krein representations of certain subordinators

DOI10.2977/PRIMS/1201011784zbMATH Open1129.60042arXivmath/0509041OpenAlexW1963646786MaRDI QIDQ2459929FDOQ2459929

Authors: Marc Yor, Catherine Donati-Martin 

Publication date: 9 November 2007

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Abstract: In a previous paper, we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other subordinators whose L'evy densities are of the form $fracmathcalC(sinh(y){)}^{g}amma$, $0<gamma<2$, and the more general family obtained from those by exponential tilting.

Full work available at URL: https://arxiv.org/abs/math/0509041

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zbMATH Keywords

local timesubordinatorKrein problemLévy measure

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Local time and additive functionals (60J55)

Cited In (5)

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• Local extinction in continuous-state branching processes with immigration
• On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
• Continuous-State Branching Processes and Self-Similarity
• Some explicit Krein representations of certain subordinators, including the gamma process

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