Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552)
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scientific article
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| English | Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions |
scientific article |
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Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (English)
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28 January 2019
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Brownian motion
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gamma process
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generalised gamma convolutions
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Lévy process
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marked point process
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subordination
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Thorin measure
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variance gamma
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variance-alpha-gamma
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