STATIONARITY OF DELAYED SUBORDINATORS

DOI10.1081/STM-100002278zbMath0988.60048OpenAlexW2018319698MaRDI QIDQ2746226

K. van Harn, F. 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 theorysubordinatorstationarity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (6)

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 ⋮ Some remarks on special subordinators ⋮ Stochastic representation of subdiffusion processes with time-dependent drift ⋮ A renewal-process-type expression for the moments of inverse subordinators

Cites Work

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• Renewal theory and level passage by subordinators
• Infinite divisibility and the waiting-time paradox

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