Article ID Journal Published Year Pages File Type
1156266 Stochastic Processes and their Applications 2008 10 Pages PDF
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.

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Physical Sciences and Engineering Mathematics Mathematics (General)
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