On the inverse gamma subordinator

IF 0.8 4区数学 Q3 MATHEMATICS, APPLIED

Stochastic Analysis and Applications Pub Date : 2021-11-16 DOI:10.1080/07362994.2022.2108450

Fausto Colantoni, M. D’Ovidio

引用次数: 6

Abstract

Abstract In this paper we deal with some open problems concerned with Gamma subordinators. In particular, we first provide a representation for the moments of the inverse gamma subordinator. Then, we focus on λ-potentials and we study the governing equations associated with Gamma subordinators and inverse processes. Such representations are given in terms of higher transcendental functions, also known as Volterra functions.

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在逆次元上

摘要本文讨论了一些关于伽玛子的开放问题。特别地，我们首先提供了反伽马次矢矩的表示。然后，我们将重点放在λ-势上，并研究了与伽玛子和逆过程相关的控制方程。这种表示是用更高的超越函数给出的，也称为Volterra函数。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Stochastic Analysis and Applications 数学-统计学与概率论

CiteScore

2.70

自引率

7.70%

发文量

审稿时长

6-12 weeks

期刊介绍： Stochastic Analysis and Applications presents the latest innovations in the field of stochastic theory and its practical applications, as well as the full range of related approaches to analyzing systems under random excitation. In addition, it is the only publication that offers the broad, detailed coverage necessary for the interfield and intrafield fertilization of new concepts and ideas, providing the scientific community with a unique and highly useful service.