(Non)Differentiability and Asymptotics for Potential Densities of Subordinators

Leif Doering; Mladen Savov

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arXiv · 1106.5680

(Non)Differentiability and Asymptotics for Potential Densities of Subordinators

Leif Doering·Mladen Savov

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Abstract

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show how the atoms of the Levy measure translate into points of (non)smoothness.

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Leif Doering, Mladen Savov. 2011-06-28. (Non)Differentiability and Asymptotics for Potential Densities of Subordinators. https://arxiv.org/abs/1106.5680

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