Stable Lévy process delayed by tempered stable subordinator

dc.contributor.author	Gajda, J.
dc.contributor.author	Kumar, A.
dc.contributor.author	Wyłomańska, A.
dc.date.accessioned	2018-11-12T05:50:30Z
dc.date.available	2018-11-12T05:50:30Z
dc.date.issued	2018-11-12
dc.identifier.uri	http://localhost:8080/xmlui/handle/123456789/996
dc.description.abstract	We consider symmetric stable Lévy motion time-changed by tempered stable subordinator. This process generalizes the normal inverse Gaussian process without drift term, introduced by Barndorff-Nielsen. The asymptotic tail behavior of the density function of this process and corresponding Lévy density is obtained. The governing Fokker–Planck–Kolmogorov equation of the density function of the introduced process in terms of shifted fractional derivative is established. Codifference and asymptotic behavior of the moments are discussed. Further, we also introduce and analyze stable subordinator delayed by tempered stable subordinator.	en_US
dc.language.iso	en_US	en_US
dc.subject	Stable Lévy motion	en_US
dc.subject	Tempered stable subordinator	en_US
dc.subject	Subordination	en_US
dc.subject	Fokker–Planck–Kolmogorov equation	en_US
dc.title	Stable Lévy process delayed by tempered stable subordinator	en_US
dc.type	Article	en_US