Subordination, self-decomposability and semi-stability
Commun. Korean Math. Soc. 2006 Vol. 21, No. 4, 787-794
Printed December 1, 2006
Gyeong Suk Choi, Sang Yeol Joo, Yun Kyong Kim
Kangwon National University, Kangwon National University, Dongshin University
Abstract : Two main results are presented in relation to subordination, self-decomposability and semi-stability. One of the result is that strict semi-stability of subordinand process by self-decomposable subordinator gives semi-selfdecomposability of the subordinated process. The second result is a sufficient condition for any subordinated process arising from a semi-stable subordinand and a semi-stable subordinator to be semi- selfdecomposable.
Keywords : Levy processes, subordination, stability, self-decompo-sability, semi-stability, semi-selfdecomposability
MSC numbers : Primary 60G51; Secondary 60E07
Downloads: Full-text PDF  

Copyright © Korean Mathematical Society.
The Korea Science Technology Center (Rm. 411), 22, Teheran-ro 7-gil, Gangnam-gu, Seoul 06130, Korea
Tel: 82-2-565-0361  | Fax: 82-2-565-0364  | E-mail:   | Powered by INFOrang Co., Ltd