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초록
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.
키워드
L¶evy processes; subordination; stability; self-decompo-
sability; semi-stability; semi-selfdecomposability.
- 제목
- Subordination, self-decomposability and semi-stability
- 저자
- 최경석; 주상렬; 김윤경
- 발행일
- 2006-10
- 유형
- Y
- 저널명
- 대한수학회논문집
- 권
- 21
- 호
- 4
- 페이지
- 787 ~ 794