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Article overview
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Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroup | Ken-iti Sato
; | Date: |
1 Oct 2007 | Abstract: | Extension 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. | Source: | arXiv, 0710.0193 | Services: | Forum | Review | PDF | Favorites |
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