(Non)differentiability and asymptotics for potential densities of subordinators

Döring, L. and Savov, M. (2011) (Non)differentiability and asymptotics for potential densities of subordinators. Electronic Journal of Probability, 16. pp. 470-503. ISSN 1083-6489 doi: 10.1214/EJP.v16-860

Abstract/Summary

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 Lévy measure translate into points of (non)differentiability of the potential densities.