arXiv Analytics

Sign in

arXiv:1809.03818 [math.PR]AbstractReferencesReviewsResources

Delayed and rushed motions through time change

Raffaela Capitanelli, Mirko D'Ovidio

Published 2018-09-11Version 1

We consider time changes given by subordinators and their inverse processes. Our analysis shows that, quite surprisingly, inverse processes are not necessarily leading to delayed processes.

Categories: math.PR, math.AP
Related articles: Most relevant | Search more
arXiv:2205.07155 [math.PR] (Published 2022-05-15)
Characterization of blowups via time change in a mean-field neural network
arXiv:1608.05993 [math.PR] (Published 2016-08-21)
A Maximum Principle for Mean-Field SDEs with time change
arXiv:1808.01573 [math.PR] (Published 2018-08-05)
A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change

Links

Toolbox