Mixtures of Tempered Stable Subordinators

zbMath1501.60027arXiv1905.00192MaRDI QIDQ4999112

Arun Kumar, Neha Gupta, Nikolai N. Leonenko

Publication date: 6 July 2021

Full work available at URL: https://arxiv.org/abs/1905.00192

zbMATH Keywords

mixturestempered stable subordinatorFokker-Planck-Kolmogorov equationsLévy density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10)

Related Items (4)

Fractional Poisson processes of order \(k\) and beyond ⋮ Multivariate exponential power Lévy processes and random fields ⋮ Risk process with mixture of tempered stable inverse subordinators: analysis and synthesis ⋮ Large deviations for a class of tempered subordinators and their inverse processes

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