کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5130128 1378660 2017 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Fractionally integrated inverse stable subordinators
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Fractionally integrated inverse stable subordinators
چکیده انگلیسی

A fractionally integrated inverse stable subordinator (FIISS) is the convolution of an inverse stable subordinator, also known as a Mittag-Leffler process, and a power function. We show that the FIISS is a scaling limit in the Skorokhod space of a renewal shot noise process with heavy-tailed, infinite mean 'inter-shot' distribution and regularly varying response function. We prove local Hölder continuity of FIISS and a law of iterated logarithm for both small and large times.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 127, Issue 1, January 2017, Pages 80-106
نویسندگان
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