论文标题

正常稳定过程的潜在理论

Potential Theory of Normal Tempered Stable Process

论文作者

Kumar, Arun, Verma, Harsh

论文摘要

在本文中,我们研究了正常恢复稳定过程的潜在理论,该理论是通过用钢结调稳定的下属改变布朗运动来获得的。确切地说,我们研究了与稳定稳定的下属以及绿色功能以及与正常恢复稳定过程相关的绿色功能以及绿色密度相关的潜在密度和征税密度的渐近行为。我们还为正常的逆高斯过程提供了相应的结果,这是文献中经过深入研究的过程。

In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density and Levy density associated with tempered stable subordinator and the Green function and the Levy density associated with the normal tempered stable process. We also provide the corresponding results for normal inverse Gaussian process which is a well studied process in literature.

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