Compound Poisson processes: potentials, Green measures and random times

DOI10.1016/J.SPL.2023.109815MaRDI QIDQ6165370zbMATH OpenFDO

Authors

Publication date 4 July 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/2207.12223

zbMATH Keywords

asymptotic behaviorGreen measuresMarkov processesrandom time change processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Local time and additive functionals (60J55) Brownian motion (60J65)

Abstract: In this paper we study the existence of Green measures for Markov processes with a nonlocal jump generator. The jump generator has no second moment and satisfies a suitable condition on its Fourier transform. We also study the same problem for certain classes of random time changes Markov processes with jump generator.

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Cited in

(2)

• Green measures for Markov processes
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