Censored fractional Bernstein derivatives and stochastic processes
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866914838924492800 |
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| author | Li, Cailing |
| author_facet | Li, Cailing |
| contents | In this paper, we define the censored fractional Bernstein derivative on the positive half line $(0, \infty)$ based on the Bernstein Riemann--Liouville fractional derivative. This derivative can be shown to be the generator of the censored subordinator by solving a resolvent equation. We also show that the censored subordinator hits the boundary in finite time under certain conditions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2406_12562 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Censored fractional Bernstein derivatives and stochastic processes Li, Cailing Probability In this paper, we define the censored fractional Bernstein derivative on the positive half line $(0, \infty)$ based on the Bernstein Riemann--Liouville fractional derivative. This derivative can be shown to be the generator of the censored subordinator by solving a resolvent equation. We also show that the censored subordinator hits the boundary in finite time under certain conditions. |
| title | Censored fractional Bernstein derivatives and stochastic processes |
| topic | Probability |
| url | https://arxiv.org/abs/2406.12562 |