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SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY
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 Title & Authors
SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY
Choi, Gyeong-Suk; Joo, Sang-Yeol; Kim, Yun-Kyong;
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 Abstract
Two main results are presented in relation to subordination, self-decomposability and semi-stability. One of the result is that strict semi-stability of subordinand process by selfdecomposable subordinator gives semi-selfdecomposability of the subordinated process. The second result is a sufficient condition for any subordinated process arising from a semi-stable subordinand and a semi-stable subordinator to be semi-selfdecomposable.
 Keywords
Levy process;subordination;stability;self-decomposability;semi-stability;semi-selfdecomposability;
 Language
English
 Cited by
1.
A NOTE ON SEMI-SELFDECOMPOSABILITY AND OPERATOR SEMI-STABILITY IN SUBORDINATION,;;;

대한수학회보, 2010. vol.47. 3, pp.483-490 crossref(new window)
1.
Some results on subordination, selfdecomposability and operator semi-stability, Statistics & Probability Letters, 2008, 78, 6, 780  crossref(new windwow)
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