Compound Poisson processes: Potentials, Green measures and random times
Kondratiev Y, da Silva JL (2023)
Statistics & Probability Letters 197: 109815.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Kondratiev, YuriUniBi;
da Silva, Jose L.
Einrichtung
Abstract / Bemerkung
In this paper we study the existence of Green measures for Markov processes with a nonlocal jump generator. The non-singular jump kernel has no second moment and satisfies a suitable condition on its Fourier transform. We also study the same problem for certain classes of random time changes Markov processes with jump generator.(c) 2023 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).
Stichworte
Markov processes;
Green measures;
Random time change processes;
Asymptotic behavior
Erscheinungsjahr
2023
Zeitschriftentitel
Statistics & Probability Letters
Band
197
Art.-Nr.
109815
ISSN
0167-7152
eISSN
1879-2103
Page URI
https://pub.uni-bielefeld.de/record/2978112
Zitieren
Kondratiev Y, da Silva JL. Compound Poisson processes: Potentials, Green measures and random times. Statistics & Probability Letters. 2023;197: 109815.
Kondratiev, Y., & da Silva, J. L. (2023). Compound Poisson processes: Potentials, Green measures and random times. Statistics & Probability Letters, 197, 109815. https://doi.org/10.1016/j.spl.2023.109815
Kondratiev, Yuri, and da Silva, Jose L. 2023. “Compound Poisson processes: Potentials, Green measures and random times”. Statistics & Probability Letters 197: 109815.
Kondratiev, Y., and da Silva, J. L. (2023). Compound Poisson processes: Potentials, Green measures and random times. Statistics & Probability Letters 197:109815.
Kondratiev, Y., & da Silva, J.L., 2023. Compound Poisson processes: Potentials, Green measures and random times. Statistics & Probability Letters, 197: 109815.
Y. Kondratiev and J.L. da Silva, “Compound Poisson processes: Potentials, Green measures and random times”, Statistics & Probability Letters, vol. 197, 2023, : 109815.
Kondratiev, Y., da Silva, J.L.: Compound Poisson processes: Potentials, Green measures and random times. Statistics & Probability Letters. 197, : 109815 (2023).
Kondratiev, Yuri, and da Silva, Jose L. “Compound Poisson processes: Potentials, Green measures and random times”. Statistics & Probability Letters 197 (2023): 109815.
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