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On the inverse gamma subordinator (2111.08290v1)
Published 16 Nov 2021 in math.PR
Abstract: In this paper we deal with some open problems concerned with gamma subordinators. In particular, we provide a representation for the moments of the inverse gamma subordinator. Then, we focus on $\lambda$-potentials and we study the governing equations associated with gamma subordinators and inverse processes. Such representations are given in terms of higher transcendental functions, also known as Volterra functions.
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