Further examples of explicit Krein representations of certain subordinators

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dc.creatorDonati-Martin, Catherine
dc.creatorYor, Marc
dc.date2005-09-02
dc.date.accessioned2026-07-07T05:22:54Z
dc.date.available2026-07-07T05:22:54Z
dc.descriptionIn a previous paper, we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other subordinators whose Lévy densities are of the form $ \frac{\mathcal{C}}{(\sinh(y))^γ}$, $0 < γ< 2$, and the more general family obtained from those by exponential tilting.
dc.identifierhttps://arxiv.org/abs/math/0509041
dc.identifierhttp://arxiv.org/abs/math/0509041
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/76242
dc.subjectProbability
dc.subject60G51; 60J55
dc.titleFurther examples of explicit Krein representations of certain subordinators
dc.typetext

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