Delayed and rushed motions through time change
Probability
2020-01-15 v4 Analysis of PDEs
Abstract
We introduce a definition of delayed and rushed processes in terms of lifetimes of base processes and time-changed base processes. Then, we consider time changes given by subordinators and their inverse processes. Our analysis shows that, quite surprisingly, time-changing with inverse subordinators does not necessarily imply delay of the base process. Moreover, time-changing with subordinators does not necessarily imply rushed base process.
Cite
@article{arxiv.1809.03818,
title = {Delayed and rushed motions through time change},
author = {Raffaela Capitanelli and Mirko D'Ovidio},
journal= {arXiv preprint arXiv:1809.03818},
year = {2020}
}
Comments
to appear on ALEA - Latin American Journal of Probability and Mathematical Statistics