Asymptotic properties of Brownian motion delayed by inverse subordinators
Asymptotic properties of Brownian motion delayed by inverse subordinators
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Author / Creator
Publisher
American Mathematical Society
Journal title
Language
English
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Publisher
American Mathematical Society
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Scope and Contents
Contents
We study the asymptotic behaviour of the time-changed stochastic process fX(t) = B(fS(t)), where B is a standard one-dimensional Brownian motion and fS is the (generalized) inverse of a subordinator, i.e. the first-passage time process corresponding to an increasing Lévy process with Laplace exponent f. This type of processes plays an important rol...
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Full title
Asymptotic properties of Brownian motion delayed by inverse subordinators
Authors, Artists and Contributors
Author / Creator
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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
