2011/02/07 by Panki Kim, Renming Song, Kim, Panki +3
Economics, Econometrics and Finance · #60J45 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.1102.1369
openalex publication_date 2011/02/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
The paper discusses and surveys some aspects of the potential theory of subordinate Brownian motion under the assumption that the Laplace exponent of the corresponding subordinator is comparable to a regularly varying function at infinity. This extends some results previously obtained under stronger conditions.