Stochastic approach for the subordination in Bochner sense
Probability
2009-02-13 v1 Functional Analysis
Abstract
It is possible to construct a double indexed process with sample paths a surface of a family of subordinators obtained by subordination. We study here a branch of this subordination process. This opens martingale methods on symbolic calculus questions.
Cite
@article{arxiv.0902.2133,
title = {Stochastic approach for the subordination in Bochner sense},
author = {Nicolas Bouleau},
journal= {arXiv preprint arXiv:0902.2133},
year = {2009}
}