Cone-parameter convolution semigroups and their subordination (Q1429098)
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scientific article; zbMATH DE number 2063685
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| English | Cone-parameter convolution semigroups and their subordination |
scientific article; zbMATH DE number 2063685 |
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Cone-parameter convolution semigroups and their subordination (English)
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30 March 2004
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The authors give a characterization of cone-parameter convolution semigroups, which are connected with the Lévy-Khintchine representation. Some examples are discussed. Subordination of cone-parameter convolution semigroups by cone-valued cone-parameter convolution semigroups is introduced with its general description. This is an extension of Bochner's subordination.
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probability measures
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Lévy process
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0.9313833
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0.90271914
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0.89283335
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