Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156266 | Stochastic Processes and their Applications | 2008 | 10 Pages |
Abstract
Upsilon transformations satisfying certain regularity conditions are shown to generate semigroups of such transformations. This is based on a general commutativity property of the Upsilon transformations, and uses log infinite divisibility. The existence of random integral representations of Upsilon transformations and of the generated semigroups is also discussed.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Ole E. Barndorff-Nielsen, Makoto Maejima,