Relations between cone-parameter Lévy processes and convolution semigroups

DOI10.2969/jmsj/1191418644zbMath1056.60010OpenAlexW2082363893MaRDI QIDQ1884811

Yanyan Li

Publication date: 27 October 2004

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/1191418644

zbMATH Keywords

con-parameter Lévy processes and convolution semigroupsgenerative and non-generative convolution semigroups

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Probability theory on algebraic and topological structures (60B99)

Related Items (7)

Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups ⋮ Representation of infinitely divisible distributions on cones ⋮ Random time-change with inverses of multivariate subordinators: governing equations and fractional dynamics ⋮ Cone-parameter convolution semigroups and their subordination ⋮ IDT processes and associated Lévy processes with explicit constructions ⋮ Infinitely divisible multivariate and matrix gamma distributions ⋮ Infinitely divisible matrix gamma distribution: asymptotic behaviour and parameters estimation

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