The tempered stable process with infinitely divisible inverse subordinators
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Publication:3301420
DOI10.1088/1742-5468/2013/10/P10011zbMath1456.82827MaRDI QIDQ3301420
Publication date: 11 August 2020
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Stable stochastic processes (60G52)
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Stable continuous-time autoregressive process driven by stable subordinator, On fractional tempered stable processes and their governing differential equations, Tempered relaxation equation and related generalized stable processes, Generalised fractional evolution equations of Caputo type, The subordinated processes controlled by a family of subordinators and corresponding Fokker–Planck type equations, Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators, Stochastic representation of solution to nonlocal-in-time diffusion, Codifference as a practical tool to measure interdependence, Modeling anomalous diffusion by a subordinated integrated Brownian motion, Large deviations for a class of tempered subordinators and their inverse processes, Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient, Empirical anomaly measure for finite-variance processes
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