{"title":"On the inverse gamma subordinator","authors":"Fausto Colantoni, M. D’Ovidio","doi":"10.1080/07362994.2022.2108450","DOIUrl":null,"url":null,"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.","PeriodicalId":49474,"journal":{"name":"Stochastic Analysis and Applications","volume":"41 1","pages":"999 - 1024"},"PeriodicalIF":0.8000,"publicationDate":"2021-11-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Stochastic Analysis and Applications","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1080/07362994.2022.2108450","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, APPLIED","Score":null,"Total":0}
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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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.
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