STATIONARITY OF DELAYED SUBORDINATORS

DOI10.1081/STM-100002278MaRDI QIDQ2746226zbMATH OpenOpenAlexFDO

Authors K. van Harn, Fred W. Steutel

Publication date 30 June 2002

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/stm-100002278

zbMATH Keywords

renewal theorystationaritysubordinator

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

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Cites work

• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Infinite divisibility and the waiting-time paradox
• Renewal theory and level passage by subordinators

Cited in

(8)

• Stationary waiting time derivatives
• Langevin picture of subdiffusion with infinitely divisible waiting times
• Asymptotic properties of Brownian motion delayed by inverse subordinators
• Path properties of subdiffusion --- a martingale approach
• Delayed and rushed motions through time change
• A renewal-process-type expression for the moments of inverse subordinators
• Stochastic representation of subdiffusion processes with time-dependent drift
• Some remarks on special subordinators

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