English

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 Rd\mathbb{R}^d, 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

R2 v1 2026-06-21T09:24:19.760Z