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Some results on subordination, selfdecomposability and operator semi-stability

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  • Suk Choi, Gyeong

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.

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  • Suk Choi, Gyeong, 2008. "Some results on subordination, selfdecomposability and operator semi-stability," Statistics & Probability Letters, Elsevier, vol. 78(6), pages 780-784, April.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:6:p:780-784
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    References listed on IDEAS

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    1. Sato, Ken-iti, 2001. "Subordination and self-decomposability," Statistics & Probability Letters, Elsevier, vol. 54(3), pages 317-324, October.
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