Censored fractional Bernstein derivatives and stochastic processes
Probability
2024-06-19 v1
Abstract
In this paper, we define the censored fractional Bernstein derivative on the positive half line based on the Bernstein Riemann--Liouville fractional derivative. This derivative can be shown to be the generator of the censored subordinator by solving a resolvent equation. We also show that the censored subordinator hits the boundary in finite time under certain conditions.
Cite
@article{arxiv.2406.12562,
title = {Censored fractional Bernstein derivatives and stochastic processes},
author = {Cailing Li},
journal= {arXiv preprint arXiv:2406.12562},
year = {2024}
}