Compound Poisson Processes: Potentials, Green Measures and Random Times

Autor:	Yuri Kondratiev, José L. da Silva
Rok vydání:	2022
Předmět:	Statistics and Probability Mathematics - Functional Analysis 60J65 47D07 35R11 60G52 Markov processes Probability (math.PR) FOS: Mathematics Green measures Random time change processes Statistics Probability and Uncertainty Asymptotic behavior Mathematics - Probability Functional Analysis (math.FA)
Zdroj:	SSRN Electronic Journal.
ISSN:	1556-5068
Popis:	In this paper we study the existence of Green measures for Markov processes with a nonlocal jump generator. The jump generator has no second moment and satisfies a suitable condition on its Fourier transform. We also study the same problem for certain classes of random time changes Markov processes with jump generator. Comment: 20 pages
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cd5fe512ab71bf9ccb31fbc1bf12437d https://doi.org/10.2139/ssrn.4247693 Zobrazit plný text záznamu