(Non)Differentiability and asymptotics for potential densities of subordinators

zbMath1226.60115arXiv1106.5680MaRDI QIDQ638395

Leif Döring, Mladen Svetoslavov Savov

Publication date: 9 September 2011

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.5680

Mathematics Subject Classification ID

Special processes (60K99)

Related Items (5)

Bernstein-gamma functions and exponential functionals of Lévy processes ⋮ On q-scale functions of spectrally negative Lévy processes ⋮ Optimal Stopping for Exponential Lévy Models with Weighted Discounting ⋮ TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems ⋮ Fractal-dimensional properties of subordinators

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