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.
On the inverse gamma subordinator / Colantoni, F.; D'Ovidio, M.. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 1532-9356. - (2022), pp. 1-26. [10.1080/07362994.2022.2108450]
On the inverse gamma subordinator
Colantoni F.
;D'Ovidio M.
2022
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.File allegati a questo prodotto
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