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

DOI10.3836/tjm/1249648410zbMath1180.60065arXiv0710.0193OpenAlexW2963005874MaRDI QIDQ841439

Ken-iti Sato

Publication date: 16 September 2009

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.0193

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Transition functions, generators and resolvents (60J35)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On subordinated multivariate Gaussian Lévy processes
• Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes
• Semi-selfdecomposable distributions and a new class of limit theorems
• On geometric-stable laws, a related property of stable processes, and stable densities of exponent one
• Cone-parameter convolution semigroups and their subordination
• Absolute continuity of some semi-selfdecomposable distributions and self-similar measures
• Relations between cone-parameter Lévy processes and convolution semigroups
• Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes
• Operator semi-selfdecomposability, \((C,Q)\)-decomposability and related nested classes
• Some properties of exponential integrals of Levy processes and examples
• A note on self-decomposability of stable process subordinated to self-decomposable subordinator
• Multivariate subordination, self-decomposability and stability
• On mixtures of the normal distribution by the generalized gamma convolutions
• Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions
• Extensions of Type G and Marginal Infinite Divisibility
• Subordination and self-decomposability

This page was built for publication: Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups