Selfdecomposability and Semi-selfdecomposability in Subordination of Cone-parameter Convolution Semigroups

نویسنده

  • KEN-ITI SATO
چکیده

Extension of two known facts concerning subordination is made. The first fact is that, in subordination of 1-dimensional Brownian motion with drift, selfdecomposability is inherited from subordinator to subordinated. This is extended to subordination of cone-parameter convolution semigroups. The second fact is that, in subordination of strictly stable cone-parameter convolution semigroups on R, selfdecomposability is inherited from subordinator to subordinated. This is extended to semi-selfdecomposability.

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تاریخ انتشار 2008