JournalsprimsVol. 43, No. 2pp. 315–328

Further Examples of Explicit Krein Representations of Certain Subordinators

  • Catherine Donati-Martin

    Université Paris VI et VII, France
  • Marc Yor

    Université Paris VI, France
Further Examples of Explicit Krein Representations of Certain Subordinators cover
Download PDF

Abstract

In a previous paper [1] we have shown that the gamma subordinators may be represented as inverse local times of certain diffusions. In the present paper, we give such representations for other subordinators whose Lévy densities are of the form C/sinh(y))γ}, $0 < γ < 2, and the more general family obtained from those by exponential tilting. These densities are closely linked with those of the inverse local times of the squared radial Ornstein-Uhlenbeck processes.

Cite this article

Catherine Donati-Martin, Marc Yor, Further Examples of Explicit Krein Representations of Certain Subordinators. Publ. Res. Inst. Math. Sci. 43 (2007), no. 2, pp. 315–328

DOI 10.2977/PRIMS/1201011784