Further Examples of Explicit Krein Representations of Certain Subordinators
Catherine Donati-Martin
Université Paris VI et VII, FranceMarc Yor
Université Paris VI, France
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