论文标题
方差（非本地）方程式
Variance Gamma (non-local) equations
论文作者
论文摘要
我们为方差伽马过程提供了一些方程式，因为我们不仅将定义视为时间变化的布朗运动。这使我们进入了一个新的非本地方程，甚至在漂移的情况下，涉及广义的Weyl衍生物。然后，我们专注于与特殊功能的连接，并研究流程的空间方程。最后，我们通过观察复合泊松过程与方差伽马过程的分布分布的收敛性。
We provide some equations for the Variance Gamma process due to the fact that we do not consider only the definition as a time-changed Brownian motion. This brings us to a new non-local equation, even true in the drifted case, involving generalized Weyl derivatives. Then we focus on the connection to special functions and we study a space equation for our process. At the end, we conclude by observing the convergence in distribution of a compound Poisson process to the Variance Gamma process.
