Related papers: On additive time-changes of Feller processes
We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…
We study substitutive systems generated by nonprimitive substitutions and show that transitive subsystems of substitutive systems are substitutive. As an application we obtain a complete characterisation of the sets of words that can appear…
Semi-Levy process is an additive process with periodically stationary increments. In particular, it is a generalization of Levy process. The dichotomy of recurrence and transience of Levy processes is well known, but this is not necessarily…
In the paper we present the governing equations for marginal distributions of Poisson and Skellam processes time-changed by inverse subordinators. The equations are given in terms of convolution-type derivatives.
We establish a connection between the scattering inverse problem and the determination of the distribution of the position of the Levy process at the exit time of a bounded interval in term of its Levy exponent.
In the paper we consider time-changed Poisson processes where the time is expressed by compound Poisson-Gamma subordinators $G(N(t))$ and derive the expressions for their hitting times. We also study the time-changed Poisson processes where…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
In this paper some new tools for the study of evolution problems in the framework of Young measures are introduced. A suitable notion of time-dependent system of generalized Young measures is defined, which allows to extend the classical…
A Markov Additive Process is a bi-variate Markov process $(\xi,J)=\big((\xi_t,J_t),t\geq0\big)$ which should be thought of as a multi-type L\'evy process: the second component $J$ is a Markov chain on a finite space $\{1,\ldots,K\}$, and…
The addition relation for the Riemann theta functions and for its limits, which lead to the appearance of exponential functions in soliton type equations is discussed. The presented form of addition property resolves itself to the…
For spectrally negative L\'evy processes, adapting an approach from \cite{BoLi:sub1} we identify joint Laplace transforms involving local times evaluated at either the first passage times, or independent exponential times, or inverse local…
We introduce a general theory on stationary approximations for locally stationary continuous-time processes. Based on the stationary approximation, we use $\theta$-weak dependence to establish laws of large numbers and central limit type…
Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…
We study the long-time behavior of solutions to a class of evolution equations arising from random-time changes driven by subordinators. Our focus is on fractional diffusion equations involving mixed local and nonlocal operators. By…
A compound Poisson process whose randomized time is an independent Poisson process is called compound Poisson process with Poisson subordinator. We provide its probability distribution, which is expressed in terms of the Bell polynomials,…
We investigate the connection between conditional local limit theorems and the local time of integer-valued stationary processes. We show that a conditional local limit theorem (at 0) implies the convergence of local times to Mittag-Leffler…
We present gradual type theory, a logic and type theory for call-by-name gradual typing. We define the central constructions of gradual typing (the dynamic type, type casts and type error) in a novel way, by universal properties relative to…
The space-fractional and the time-fractional Poisson processes are two well-known models of fractional evolution. They can be constructed as standard Poisson processes with the time variable replaced by a stable subordinator and its…
In this paper, we prove a new generalized Mikhlin multiplier theorem whose conditions are given with respect to fractional derivatives in integral forms with two different integration intervals. We also discuss the connection between…
We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be…