Compound Poisson Processes: Potentials, Green Measures and Random Times
Probability
2022-07-26 v1 Functional Analysis
Abstract
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.
Cite
@article{arxiv.2207.12223,
title = {Compound Poisson Processes: Potentials, Green Measures and Random Times},
author = {Yuri Kondratiev and José Luís da Silva},
journal= {arXiv preprint arXiv:2207.12223},
year = {2022}
}
Comments
20 pages