New families of subordinators with explicit transition probability semigroup
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Publication:404140
DOI10.1016/j.spa.2014.06.005zbMath1300.60068arXiv1402.1062MaRDI QIDQ404140
Publication date: 4 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.1062
gamma function; subordinator; Bessel functions; complete monotonicity; Lambert \(W\)-function; explicit transition density; generalized gamma convolutions; Kendall identity; Laplace transform identity