Tilted stable subordinators, Gamma time changes and Occupation Time of rays by Bessel Spiders

扩散蜘蛛腿上的占位时间

Occupation times on the legs of a diffusion spider

本文研究扩散蜘蛛腿上占位时间的联合矩，给出其拉普拉斯变换的递推公式以推广一维扩散的结果，并为Bessel蜘蛛得出显式公式。

Gamma Tilting Calculus for GGC and Dirichlet means with applications to Linnik processes and Occupation Time Laws for Randomly Skewed Bessel Processes and Bridges

This paper develops some general calculus for GGC and Dirichlet process means functionals. It then proceeds via an investigation of positive Linnik random variables, and more generally random variables derived from compositions of a stable subordinator with GGC subordinators, to establish various distributional equivalences between these models and phenomena connected to local times and occupation times of what are defined as randomly skewed Bessel processes and bridges. This yields a host of interesting identities and explicit density formula for these models. Randomly skewed Bessel processes…

从属贝塞尔热核

Subordinated Bessel heat kernels

本文证明了贝塞尔热核及其稳定从属版本的新界，并在从属情形下建立了3G不等式。

具有随机漂移和不同布朗时钟的广义计数过程

Generalized Counting Process with Random Drift and Different Brownian Clocks

本文引入了具有确定性和随机漂移的广义计数过程（GCP），推导了其概率律和分数阶微分方程，并研究了在多种布朗时钟及不完全伽马函数相关从属过程下的时间变更GCP及其分数阶积分。