Asymptotic properties of Brownian motion delayed by inverse subordinators
Asymptotic properties of Brownian motion delayed by inverse subordinators
About this item
Full title
Author / Creator
Publisher
Providence, Rhode Island: American Mathematical Society
Journal title
Language
English
Formats
Publication information
Publisher
Providence, Rhode Island: American Mathematical Society
Subjects
More information
Scope and Contents
Contents
We study the asymptotic behaviour of the time-changed stochastic process XfX(t)=B(SfS(t))\vphantom {X}^f\!X(t)=B(\vphantom {S}^f\!S (t)), where BB is a standard one-dimensional Brownian motion and SfS\vphantom {S}^f\!S is the (generalized) inverse of a subordinator, i.e. the first-passage time process corresponding to an increasing Lévy process wit...
Alternative Titles
Full title
Asymptotic properties of Brownian motion delayed by inverse subordinators
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_crossref_primary_10_1090_proc_12588
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1090_proc_12588
Other Identifiers
ISSN
0002-9939
E-ISSN
1088-6826
DOI
10.1090/proc/12588
