pith. sign in

arxiv: 0710.0193 · v1 · submitted 2007-10-01 · 🧮 math.PR

Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups

classification 🧮 math.PR
keywords subordinationcone-parameterconvolutionselfdecomposabilitysemigroupsextendedfactinherited
0
0 comments X
read the original 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.