Further examples of explicit Krein representations of certain subordinators

DOI10.2977/PRIMS/1201011784MaRDI QIDQ2459929zbMATH OpenOpenAlexFDO

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)

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

zbMATH Keywords

local timesubordinatorKrein problemLévy measure

Mathematics Subject Classification ID

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

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.

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