Topic
Subordinator
About: Subordinator is a research topic. Over the lifetime, 771 publications have been published within this topic receiving 15383 citations.
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01 Nov 2003
TL;DR: In this paper, the existence of the special LévyKhintchine representation is related to the geometry of the space and a Pettis integral with respecto to the underlying lévy measure, and rates of growth of subordinators in a special type of Banach spaces are studied.
Abstract: Subordinators in Banach spaces are studied. The existence of the special LévyKhintchine representation is related to the geometry of the space and a Pettis integral with respecto to the underlying Lévy measure. Rates of growth of subordinators in a special type of Banach spaces are studied, including laws of iterated logarithm which give new results in finite dimensions bigger than one.
9 citations
TL;DR: In this paper, the running infimum of a Levy process relative to its point of issue is known to have the same range that of the negative of a certain subordinator, and the problem of conditioning a subordinator to remain in a strip is considered.
9 citations
TL;DR: In this paper, the random dynamics of the stochastic Boussinesq equations driven by general Levy noise are investigated, and the existence, uniqueness, regularity, and random dynamical system generated by the Bousseinq equations are established.
Abstract: This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Levy noise. Some fundamental properties of a subordinator Levy process and the stochastic integral with respect to a Levy process are discussed, and then the existence, uniqueness, regularity, and the random dynamical system generated by the stochastic Boussinesq equations are established. Finally, some discussions on the global weak solution of the stochastic Boussinesq equations driven by general Levy noise are also presented.
9 citations
TL;DR: In this article, the authors introduce a class of stochastic volatility models (X t ) t ≥ 0 for which the absolute moments of the increments exhibit anomalous scaling: E ( ∣ X t + h − X t ∣ q ) scales as h q / 2 for q q ∗, but as h A ( q ) with A q ) q/2 for q > q ∆, for some threshold q ∐.
9 citations
TL;DR: In this article, the path integral over reparametrization of a proper (subordinator) stochastic process has been investigated and it is shown that typical trajectories are not Brownian but rather have discontinuities of the type of Levy's flights.
9 citations