Generalized Gamma Process: some results about composition and subordination

Details Generalized Gamma Process: some results about composition and subordination Generalized Gamma Process: some results about composition and subordination

2009-12-22

arxiv.org/abs/0912.4522v2

Mathematics

Probability

Scientific paper

In this paper we deal with the generalized Gamma processes and their compositions. For the compositions of two or more than two generalized Gamma processes we give, when possible, the explicit law whereas, in the other cases the representations in terms of Fox's H-functions are given. We also study the connections between iteration and product of random processes by exploiting the properties of the generalized Gamma processes, such a study allows us to obtain some striking result about the compositions of the Cauchy processes or fractional Brownian motions. Furthermore, we find out the partial differential equations governing the generalized Gamma processes and their compositions

Affiliated with

Also associated with

No associations

Rating

Generalized Gamma Process: some results about composition and subordination does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Generalized Gamma Process: some results about composition and subordination, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Generalized Gamma Process: some results about composition and subordination will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-362511