New families of subordinators with explicit transition probability semigroup
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Publication:404140
DOI10.1016/j.spa.2014.06.005zbMath1300.60068arXiv1402.1062OpenAlexW2167464952MaRDI QIDQ404140
Publication date: 4 September 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.1062
gamma functionsubordinatorBessel functionscomplete monotonicityLambert \(W\)-functionexplicit transition densitygeneralized gamma convolutionsKendall identityLaplace transform identity
Related Items (14)
TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER ⋮ The evaluation of a weighted sum of Gauss hypergeometric functions and its connection with Galton-Watson processes ⋮ Fluctuation theory for Lévy processes with completely monotone jumps ⋮ Asymptotic and structural properties of special cases of the Wright function arising in probability theory ⋮ Higher order terms of the spectral heat content for killed subordinate and subordinate killed Brownian motions related to symmetric \(\alpha\)-stable processes in \(\mathbb{R}\) ⋮ On Dirichlet series and functional equations ⋮ Affine relation between an infinitely divisible distribution function and its Lévy measure ⋮ The Method of Chernoff Approximation ⋮ Chernoff approximation of subordinate semigroups ⋮ The Dickman subordinator, renewal theorems, and disordered systems ⋮ Estimates on transition densities of subordinators with jumping density decaying in mixed polynomial orders ⋮ Small time asymptotics of spectral heat contents for subordinate killed Brownian motions related to isotropic α‐stable processes ⋮ Equivalent measure changes for subordinate diffusions ⋮ On free regular and Bondesson convolution semigroups
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