On the inverse gamma subordinator
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Publication:6049526
DOI10.1080/07362994.2022.2108450zbMath1524.60092arXiv2111.08290OpenAlexW3214384164MaRDI QIDQ6049526
Unnamed Author, Mirko D'Ovidio
Publication date: 17 October 2023
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2111.08290
fractional calculusVolterra functionshigher transcendental functionsgamma subordinatorsinverse gamma processes
Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22)
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Cites Work
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