English

Pseudo-differential operators and related additive geometric stable processes

Probability 2018-11-15 v2

Abstract

Additive processes are obtained from L\'{e}vy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define an infinitesimal generator, which is, of course, a time-dependent operator. Additive versions of stable and Gamma processes have been considered in the literature. We introduce here time-inhomogeneous generalizations of the well-known geometric stable process, defined by means of time-dependent versions of fractional pseudo-differential operators of logarithmic type. The local L\'{e}vy measures are expressed in terms of Mittag-Leffler functions or HH-functions with time-dependent parameters.

Keywords

Cite

@article{arxiv.1708.03159,
  title  = {Pseudo-differential operators and related additive geometric stable processes},
  author = {Luisa Beghin and Costantino Ricciuti},
  journal= {arXiv preprint arXiv:1708.03159},
  year   = {2018}
}

Comments

26 pages

R2 v1 2026-06-22T21:11:32.634Z