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 -functions with time-dependent parameters.
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