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• W2744594907 abstract "Additive processes are obtained from Levy ones by relaxing the condition of stationary increments, hence they are spatially (but not temporally) homogeneous. By analogy with the case of time-homogeneous Markov processes, one can define an infinitesimal generator, which is, of course, a time-dependent operator. Additive versions of stable and Gamma processes have been considered in the literature. We introduce here time-inhomogeneous generalizations of the well-known geometric stable process, defined by means of time-dependent versions of fractional pseudo-differential operators of logarithmic type. The local Levy measures are expressed in terms of Mittag-Leffler functions or $H$-functions with time-dependent parameters." @default.
• W2744594907 created "2017-08-17" @default.
• W2744594907 creator A5050908520 @default.
• W2744594907 creator A5075977936 @default.
• W2744594907 date "2017-08-10" @default.
• W2744594907 modified "2023-09-26" @default.
• W2744594907 title "Pseudo-differential operators and related additive geometric stable processes" @default.
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• W2744594907 hasPublicationYear "2017" @default.
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