On subordinated multivariate Gaussian Lévy processes
type: Item
instance of: scholarly article
title: On subordinated multivariate Gaussian Lévy processes
zbMATH Open document ID: 1121.60050
published in: Acta Applicandae Mathematicae
publication date: 2007-07-19T00:00:00Z
review text: The author derives general criteria for the selfdecomposability of multivariate Lévy processes. Special attention is paid to the Thorin subordinated multivariate Gaussian Lévy processes and their particular case of Pólya subordinated multivariate Gaussian Lévy processes. Finally, extending his work on the univariate case of generalized \(z\)-processes [Lith. Math. J. 41, No. 3, 239--251 (2001) and Liet. Mat. Rink. 41, No. 3, 303--319 (2001; Zbl 1016.60016)], the author constructs a class of multivariate \(z\)-processes as Pólya subordinated Gaussian Lévy processes in \(\mathbb{R}^d,\;d\geq 1.\)
reviewed by: Marius Iosifescu
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 5172624
zbMATH Keywords: multivariate Gaussian Levy process
zbMATH Keywords: Thorin subordinator
zbMATH Keywords: Polya subordinator
zbMATH Keywords: self-decomposability
author: Bronius Grigelionis
MaRDI profile type: Publication
full work available at URL: s10440-007-9108-z
OpenAlex ID: W2082085497
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DOI: 10.1007/S10440-007-9108-Z
description: scientific article; zbMATH DE number 5172624