Green Measures for Time Changed Markov Processes
Probability
2020-08-11 v1
Abstract
In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of the existence of the Green measure of the original Markov processes and they coincide. Applications to fractional dynamics in given.
Keywords
Cite
@article{arxiv.2008.03390,
title = {Green Measures for Time Changed Markov Processes},
author = {José L. da Silva and Yuri Kondratiev},
journal= {arXiv preprint arXiv:2008.03390},
year = {2020}
}
Comments
18 pages