Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups
Probability
2007-10-02 v1
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 , selfdecomposability is inherited from subordinator to subordinated. This is extended to semi-selfdecomposability.
Keywords
Cite
@article{arxiv.0710.0193,
title = {Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups},
author = {Ken-iti Sato},
journal= {arXiv preprint arXiv:0710.0193},
year = {2007}
}
Comments
8 pages