Cone-parameter convolution semigroups and their subordination

DOI10.3836/tjm/1244208605zbMath1039.43004OpenAlexW2022656587MaRDI QIDQ1429098

D. Massart

Publication date: 30 March 2004

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3836/tjm/1244208605

zbMATH Keywords

Lévy processprobability measures

Mathematics Subject Classification ID

Measure algebras on groups, semigroups, etc. (43A10)

Related Items (7)

Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups ⋮ Representation of infinitely divisible distributions on cones ⋮ A note on the multivariate generalized asymmetric Laplace motion ⋮ Infinite divisibility for stochastic processes and time change ⋮ Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics ⋮ IDT processes and associated Lévy processes with explicit constructions ⋮ COVARIANCE-PARAMETER LÉVY PROCESSES IN THE SPACE OF TRACE-CLASS OPERATORS

Cites Work

• Type \(G\) distributions on \({\mathbb R}^d\)
• Relations between cone-parameter Lévy processes and convolution semigroups
• Multivariate subordination, self-decomposability and stability
• On mixtures of the normal distribution by the generalized gamma convolutions
• Extensions of Type G and Marginal Infinite Divisibility
• Convex Analysis
• Subordination and self-decomposability
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