کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5130196 1378665 2017 22 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the class of distributions of subordinated Lévy processes and bases
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
On the class of distributions of subordinated Lévy processes and bases
چکیده انگلیسی

This article studies the class of distributions obtained by subordinating Lévy processes and Lévy bases by independent subordinators and meta-times. To do this we derive properties of a suitable mapping obtained via Lévy mixing. We show that our results can be used to solve the so-called recovery problem for general Lévy bases as well as for moving average processes which are driven by subordinated Lévy processes.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 127, Issue 2, February 2017, Pages 475-496
نویسندگان
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