Further examples of explicit Krein representations of certain subordinators

Details Further examples of explicit Krein representations of certain subordinators Further examples of explicit Krein representations of certain subordinators

2005-09-02

arxiv.org/abs/math/0509041v1

Mathematics

Probability

Scientific paper

In a previous paper, we have shown that the gamma subordinators may be
represented as inverse local times of certain diffusions. In the present paper,
we give such representations for other subordinators whose L\'evy densities are
of the form $ \frac{\mathcal{C}}{(\sinh(y))^\gamma}$, $0 < \gamma < 2$, and the
more general family obtained from those by exponential tilting.

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