Meta-times and extended subordination

DOI10.1137/S0040585X97985467MaRDI QIDQ4905016zbMATH OpenOpenAlexFDO

Authors

Publication date 14 February 2013

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97985467

zbMATH Keywords

Lévy bases and sheetsmeta-time changesubordination

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Random fields (60G60)

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• Stationary infinitely divisible processes
• Research frontiers in ambit stochastics: in memory of Ole E. Barndorff-Nielsen
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