Necessity of weak subordination for some strongly subordinated Lévy processes

DOI10.1017/jpr.2021.17zbMath1475.60087arXiv2011.14534OpenAlexW3216788528MaRDI QIDQ5014298

Kevin W. Lu, Boris Buchmann

Publication date: 1 December 2021

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.14534

zbMATH Keywords

subordinatorLévy processPoisson point processPoisson random measuremultivariate subordinationweak subordination

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

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