Article ID Journal Published Year Pages File Type
1154127 Statistics & Probability Letters 2008 5 Pages PDF
Abstract
Two topics are studied in relation to subordination, selfdecomposability and operator semi-stability. One is that strict operator semi-stability of the subordinand process by the selfdecomposable subordinator gives operator semi-selfdecomposability of the subordinated process. Another is an answer to the question whether any subordinated process arising from a strictly operator semi-stable subordinand and a strictly semi-stable subordinator can be strictly operator semi-stable.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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