4 papers · 1 filter
State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits
Kosuke Yamato
We study regenerative processes time-changed by state-dependent inverse subordinators. The construction assigns possibly different independent subordinators to measurable classes o…
Entrance boundary for standard processes with no negative jumps and its application to exponential convergence to the Yaglom limit
Kosuke Yamato
We study standard processes with no negative jumps under the entrance boundary condition. Similarly to one-dimensional diffusions, we show that the process can be made into a Felle…
Conditioning to avoid zero via a class of concave functions for one-dimensional diffusions
Kosuke Yamato
For one-dimensional diffusions on the half-line, we study a specific type of conditioning to avoid zero. We introduce supermartingales defined via concave functions with respect to…
Analytic property of generalized scale functions for standard processes with no negative jumps and its application to quasi-stationary distributions
Kei Noba, Kosuke Yamato
For a generalized scale function of standard processes, we characterize it as a unique solution to a Volterra type integral equation. This allows us to extend it to an entire funct…