Uniform Local Behavior of Stable Subordinators
نویسندگان
چکیده
منابع مشابه
Inverse Stable Subordinators.
The inverse stable subordinator provides a probability model for time-fractional differential equations, and leads to explicit solution formulae. This paper reviews properties of the inverse stable subordinator, and applications to a variety of problems in mathematics and physics. Several different governing equations for the inverse stable subordinator have been proposed in the literature. Thi...
متن کاملApplications of inverse tempered stable subordinators
The inverse tempered stable subordinator is a stochastic process that models power law waiting times between particle movements, with an exponential tempering that allows all moments to exist. This paper shows that the probability density function of an inverse tempered stable subordinator solves a tempered time-fractional diffusion equation, and its ‘‘folded’’ density solves a tempered time-fr...
متن کاملSymmetric Α-stable Subordinators and Cauchy Problems
We survey the results in Nane (E. Nane, Higher order PDE’s and iterated processes, Trans. American Math. Soc. (to appear)) and Baeumer, Meerschaert, and Nane (B. Baeumer, M.M. Meerschaert and E. Nane, Brownian subordinators and fractional Cauchy problems: Submitted (2007)) which deal with PDE connection of some iterated processes, and obtain a new probabilistic proof of the equivalence of the h...
متن کاملPotential Theory of Special Subordinators and Subordinate Killed Stable Processes
In this paper we introduce a large class of subordinators called special subordinators and study their potential theory. Then we study the potential theory of processes obtained by subordinating a killed symmetric stable process in a bounded open set D with special subordinators. We establish a one-to-one correspondence between the nonnegative harmonic functions of the killed symmetric stable p...
متن کاملTwo Coalescents Derived from the Ranges of Stable Subordinators
Let M� be the closure of the range of a stable subordinator of index ��]0,1[. There are two natural constructions of the M�’s simultaneously for all ��]0,1[, so that M��M� for 0<�<�<1: one based on the intersection of independent regenerative sets and one based on Bochner’s subordination. We compare the corresponding two coalescent processes defined by the lengths of complementary intervals of ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1979
ISSN: 0091-1798
DOI: 10.1214/aop/1176994893