期刊
POTENTIAL ANALYSIS
卷 42, 期 1, 页码 115-140出版社
SPRINGER
DOI: 10.1007/s11118-014-9426-5
关键词
Subordinator; Inverse process; Hitting-time; Fractional calculus; Time-changed semigroup; Continuous time random walk; Levy measure
类别
This paper takes under consideration subordinators and their inverse processes (hitting-times). The governing equations of such processes are presented by means of convolution-type integro-differential operators similar to the fractional derivatives. Furthermore the concept of time-changed C (0)-semigroup is discussed in case the time-change is performed by means of the hitting-time of a subordinator. Such time-change gives rise to bounded linear operators governed by integro-differential time-operators. Because these operators are non-local the presence of long-range dependence is investigated.
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