Subordination, self-decomposability and semi-stability
Commun. Korean Math. Soc. 2006 Vol. 21, No. 4, 787-794
Published online 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
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