On the class of distributions of subordinated Lévy processes and bases
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Abstract: This article study the class of distributions obtained by subordinating L'evy processes and L'evy bases. To do this we derive properties of a suitable mapping obtained via L'evy mixing. We show that our results can be used to solve the so-called recovery problem for general L'evy bases as well as for moving average processes which are driven by subordinated L'evy processes.
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Cited in
(9)- Compound vectors of subordinators and their associated positive Lévy copulas
- One-dimensional distributions of subordinators with upper truncated Lévy measure, and applications
- On properties and applications of Gaussian subordinated Lévy fields
- Gamma kernels and BSS/LSS processes
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- On the divergence and vorticity of vector ambit fields
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