On subordinated multivariate Gaussian Lévy processes (Q996741): Difference between revisions

The author derives general criteria for the selfdecomposability of multivariate Lévy processes. Special attention is paid to the Thorin subordinated multivariate Gaussian Lévy processes and their particular case of Pólya subordinated multivariate Gaussian Lévy processes. Finally, extending his work on the univariate case of generalized \(z\)-processes [Lith. Math. J. 41, No. 3, 239--251 (2001) and Liet. Mat. Rink. 41, No. 3, 303--319 (2001; Zbl 1016.60016)], the author constructs a class of multivariate \(z\)-processes as Pólya subordinated Gaussian Lévy processes in \(\mathbb{R}^d,\;d\geq 1.\)