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math.PR2020★ 1 cited
Potential Theory of Normal Tempered Stable Process
Arun Kumar, Harsh Verma
In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precise…
math.PR2019
Mixtures of Tempered Stable Subordinators
Neha Gupta, Arun Kumar, Nikolai Leonenko
In this article, we introduce mixtures of tempered stable subordinators (TSS). These mixtures define a class of subordinators which generalize tempered stable subordinators. The ma…
math.PR2009
Fractional Normal Inverse Gaussian Process
Arun Kumar, P. Vellaisamy
Normal inverse Gaussian (NIG) process was introduced by Barndorff-Nielsen (1997) by subordinating Brownian motion with drift to an inverse Gaussian process. Increments of NIG proce…