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Subordination in the wide sense for Lévy processes

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Publication:1969519
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DOI10.1007/s004400050245zbMath0944.60049OpenAlexW2037467445MaRDI QIDQ1969519

Thomas Simon

Publication date: 13 September 2000

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s004400050245


zbMATH Keywords

Lévy processessubordinationconvolution kernelsrandomized stopping times


Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)


Related Items

Right inverses of nonsymmetric Lévy processes. ⋮ Quasimartingales associated to Markov processes ⋮ Point process simulation of generalised hyperbolic Lévy processes ⋮ (Homogeneous) Markovian bridges



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