Subordination and self-decomposability (Q5953984)
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scientific article; zbMATH DE number 1697726
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subordination and self-decomposability |
scientific article; zbMATH DE number 1697726 |
Statements
Subordination and self-decomposability (English)
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21 October 2002
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Two facts concerning subordination and self-decomposability are established. It is proved that any subordinated process arizing from a Brownian motion with drift and a self-decomposable subordinator is self-decomposable, and that self-decomposable distributions of type \(G\) are not necessarily of type \(G_L\).
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self-decomposable distribution
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subordination
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Brownian motion with drift
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distribution of the type \(G\)
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