• Title, Summary, Keyword: semi-selfdecomposability

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A NOTE ON SEMI-SELFDECOMPOSABILITY AND OPERATOR SEMI-STABILITY IN SUBORDINATION

  • Choi, Gyeong-Suk;Kim, Yun-Kyong;Joo, Sang-Yeol
    • Bulletin of the Korean Mathematical Society
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    • v.47 no.3
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    • pp.483-490
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    • 2010
  • Some results on inheritance of operator semi-selfdecomposability and its decreasing subclass property from subordinator to subordinated in subordination of a L$\acute{e}$evy process are given. A main result is an extension of results of [5] to semi-selfdecomposable subordinator. Its consequence is discussed.

SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY

  • Choi, Gyeong-Suk;Joo, Sang-Yeol;Kim, Yun-Kyong
    • Communications of the Korean Mathematical Society
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    • v.21 no.4
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    • pp.787-794
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    • 2006
  • 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.