Complete Bernstein functions and subordinators with nested ranges. A note on a paper by P. Marchal

DOI10.1214/16-ECP31zbMath1355.26010arXiv1606.04610MaRDI QIDQ727860

Rene L. Schilling, Chang Song Deng

Publication date: 21 December 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.04610

zbMATH Keywords

subordinator; Bernstein function; complete Bernstein function

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

26A48: Monotonic functions, generalizations