Compound Poisson processes: Potentials, Green measures and random times

Yuri Kondratiev and José L. da Silva

Statistics & Probability Letters, 2023, vol. 197, issue C

Abstract: In this paper we study the existence of Green measures for Markov processes with a nonlocal jump generator. The non-singular jump kernel has no second moment and satisfies a suitable condition on its Fourier transform. We also study the same problem for certain classes of random time changes Markov processes with jump generator.

Keywords: Markov processes; Green measures; Random time change processes; Asymptotic behavior (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2023.109815

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