Complete bernstein functions and subordinators with nested ranges. A note on a paper by P. Marchal
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
Let α: [0, 1] → [0, 1] be a measurable function. It was proved by P. Marchal [2] that the function (Formula Presented) is a special Bernstein function. Marchal used this to construct, on a single probability R(a) such that (Formula Presented) space, a is the subordinator with Laplace exponent φ(ɑ)) and R(ɑ) ⊂ R(β) whenever ɑ ≤ β. We give two simple proofs showing that φ(ɑ) is a complete Bernstein function and extend Marchal’s construction to all complete Bernstein functions.
Details
| Originalsprache | Englisch |
|---|---|
| Seiten (von - bis) | 1-5 |
| Fachzeitschrift | Electronic communications in probability : ECP |
| Jahrgang | 21 |
| Publikationsstatus | Veröffentlicht - 2016 |
| Peer-Review-Status | Ja |
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Bernstein function, Complete Bernstein function, Subordinator