Kim, Panki; Song, Renming; Vondraček, Zoran - In: Stochastic Processes and their Applications 123 (2013) 3, pp. 764-795
In this paper we study a subordinate Brownian motion with a Gaussian component and a rather general discontinuous part. The assumption on the subordinator is that its Laplace exponent is a complete Bernstein function with a Lévy density satisfying a certain growth condition near zero. The main...