Inverse tempered stable subordinators

DOI10.1016/j.spl.2015.04.010zbMath1328.60043arXiv1410.1632OpenAlexW2963175785MaRDI QIDQ893974

Arun Kumar, Palaniappan Vellaisamy

Publication date: 23 November 2015

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

Full work available at URL: https://arxiv.org/abs/1410.1632

zbMATH Keywords

exit timesstable subordinatorsgoverning PDE'stempered stable subordinators

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Tauberian theorems (40E05)

Related Items (29)

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Cites Work

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• The fractional Poisson process and the inverse stable subordinator
• Numerical computation of first-passage times of increasing Lévy processes
• Tempering stable processes
• Triangular array limits for continuous time random walks
• Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary
• Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
• Financial Modelling with Jump Processes
• Transient anomalous sub-diffusion on bounded domains
• First-exit times of an inverse Gaussian process

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