engleski

Some remarks on special subordinators

A subordinator is called special if the restriction of its potential measure to $(0, \infty)$ has a decreasing density with respect to Lebesgue measure. In this note we investigate what type of measures $\mu$ on $(0, \infty)$ can arise as Levy measures of special subordinators and what type of functions $u:(0, \infty)\to [0, \infty)$ can arise as potential densities of special subordinators. As an application of the main result, we give examples of potential densities of subordinators which are constant to the right of a positive number.

subordinator ; potential density ; Levy measure ; Bernstein function ; log-convex function

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