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초록· 키워드
오류제보하기
Two main results are presented in relation to subor-dination, self-decomposability and semi-stability. One of the re-sult is that strict semi-stability of subordinand process by self-decomposable subordinator gives semi-selfdecomposability of thesubordinated process. The second result is a sucient conditionfor any subordinated process arising from a semi-stable subordi-nand and a semi-stable subordinator to be semi- selfdecomposable.
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참고문헌 (8)
참고문헌 신청
/ 1991 / Functional Equations in Probability Theory
/ 1992 / Generalized Gamma Convolutions and Related Classes of Distribution Densities 76
/ 1994 / Criteria for recurrence and transience of semistable processes 134 : 91 ~ 106
/ 1998 / Semi-selfdecomposable distributions and a new class of limit theorems 112 : 13 ~ 31
/ 1999 / Processes and Infinitely Divisible Distributions
/ 1992 / Generalized Gamma Convolutions and Related Classes of Distribution Densities 76
/ 1994 / Criteria for recurrence and transience of semistable processes 134 : 91 ~ 106
/ 1998 / Semi-selfdecomposable distributions and a new class of limit theorems 112 : 13 ~ 31
/ 1999 / Processes and Infinitely Divisible Distributions
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