Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups

Simple item page
dc.creatorSato, Ken-iti
dc.date2007-10-01
dc.date.accessioned2026-07-07T08:33:14Z
dc.date.available2026-07-07T08:33:14Z
dc.descriptionExtension of two known facts concerning subordination is made. The first fact is that, in subordination of 1-dimensional Brownian motion with drift, selfdecomposability is inherited from subordinator to subordinated. This is extended to subordination of cone-parameter convolution semigroups. The second fact is that, in subordination of strictly stable cone-parameter convolution semigroups on $\mathbb{R}^d$, selfdecomposability is inherited from subordinator to subordinated. This is extended to semi-selfdecomposability.
dc.description8 pages
dc.identifierhttps://arxiv.org/abs/0710.0193
dc.identifierhttp://arxiv.org/abs/0710.0193
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/139056
dc.subjectProbability
dc.subject60B99, 60E07, 60G51
dc.titleSelfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups
dc.typetext

Files

Collections

arXiv