Potential Theory of Subordinate Brownian Motion

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The Theory of Scale Functions for Spectrally Negative Lévy Processes (2011, methodology): “We refer the reader to the lecture notes of Song and Vondraček [100], the recent book by Schilling, Song and Vondraček [97] and the books of Berg and Gunnar [13] and Jacobs [53] for a more complete account of the theory of Bernstein functions and their application in potential analysis.”
TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (2012, background): “The first sufficient condition is based on lemma 3.3 of Song and Vondraček (2009).”
Convolution-Type Derivatives, Hitting-Times of Subordinators and Time-Changed C0-semigroups (2013, background): “The renewal measure is the potential measure of a subordinator and it is given by U (B) = E ∫ ∞ 0 1[ fσ(t)∈B] dt = ∫ ∞ 0 µt(B) dt, for B ⊆ [0,∞), (4.16) the reader can consults Song and Vondraček [36] for further information.”
Special, conjugate and complete scale functions for spectrally negative Lévy processes (2007, methodology): “We refer the reader to the lecture notes of Song and Vondraček [57] and the books of Berg and Forst [5] and Jacob [30] for a more complete account of the theory of Bernstein functions and their application in potential analysis.”