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arxiv: 1505.00186 · v1 · pith:MHYRQOY5new · submitted 2015-05-01 · 🧮 math.PR

On the class of distributions of subordinated L\'evy processes

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keywords processesbasesclassdistributionsobtainedsubordinatedarticleaverage
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This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the so-called recovery problem for general L\'evy bases as well as for moving average processes which are driven by subordinated L\'evy processes.

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