논문KCI 등재
A NOTE ON SEMI-SELFDECOMPOSABILITY AND OPERATOR SEMI-STABILITY IN SUBORDINATION
1
조회
0
다운로드
0
인용
0
참고문헌
키워드
주제분류수학
초록
Some results on inheritance of operator semi-selfdecomposability and its decreasing subclass property from subordinator to subordinated in subordination of a L´evy process are given. A main result is an extension of results of [5] to semi-selfdecomposable subordinator. Its consequence is discussed.
Abstract
Some results on inheritance of operator semi-selfdecomposability and its decreasing subclass property from subordinator to subordinated in subordination of a L´evy process are given. A main result is an extension of results of [5] to semi-selfdecomposable subordinator. Its consequence is discussed.
참고문헌 (19)
- O. E. Barndorff-Nielsen, "Infinite divisibility for stochastic processes and time change", J. Theoret. Probab., 19(2), pp.411~446 (2006)
- O. E. Barndorff-Nielsen, "Multivariate subordination, selfdecomposability and stability", Adv. in Appl. Probab., 33(1), pp.160~187 (2001)
- G. S. Choi, "Criteria for recurrence and transience of semistable processes", Nagoya Math. J., 134, pp.91~106 (1994)
- G. S. Choi, "Characterization of strictly operator semi-stable distributions", J. Korean Math. Soc., 38(1), pp.101~123 (2001)
- G. S. Choi, "Some results on subordination, selfdecomposability and operator semi-stability", Statist. Probab. Lett., 78(6), pp.780~784 (2008)
- 최경석, "Subordination, self-decomposability and semi-stability", 대한수학회논문집, 21(4), pp.787~794 (2006), 대한수학회
- C. Halgreen, "Self-decomposability of the generalized inverse Gaussian and hyperbolic distributions", Z. Wahrsch. Verw. Gebiete, 47(1), pp.13~17 (1979)
- R. Jajte, "Semi-stable probability measures on RN", Studia Math., 61(1), pp.29~39 (1977)
- T. J. Kozubowski, "A note on self-decomposability of stable process subordinated to selfdecomposable subordinator", Statist. Probab. Lett., 74(1), pp.89~91 (2005)
- A. ÃLuczak, "Operator semistable probability measures on RN", Corrigenda, Colloq. Math., 52(1), pp.167~169 (1987)
- M. Maejima, "Semi-selfdecomposable distributions and a new class of limit theorems", Probab. Theory Related Fields, 112(1), pp.13~31 (1998)
- M. Maejima, "Operator semi-selfdecomposability, (C,Q)-decomposability and related nested classes", Tokyo J. Math., 22(2), pp.473~509 (1999)
- M. Maejima, "Completely operator semi-selfdecomposable distributions", Tokyo J. Math., 23(1), pp.235~253 (2000)
- M. Maejima, "Distributions of selfsimilar and semi-selfsimilar processes with independent increments", Statist. Probab. Lett., 47(4), pp.395~401 (2000)
- J. Pedersen, "Cone-parameter convolution semigroups and their subordination", Tokyo J. Math., 26(2), pp.503~525 (2003)
- J. Pedersen, "Relations between cone-parameter Levy processes and convolution semigroups", J. Math. Soc. Japan, 56(2), pp.541~559 (2004)
- K. Sato, "Lévy Processes and Infinitely Divisible Distributions" (1999), Cambridge University Press
- K. Sato, "Subordination and self-decomposability", Statist. Probab. Lett., 54(3), pp.317~324 (2001)
- K. Sato, "Selfdecomposability and semi-selfdecomposability in subordination of coneparameter convolution semigroups", Tokyo J. Math., 32(1), pp.81~90 (2009)
관련 논문AI추천
Subordination, self-decomposability and semi-stability김윤경, 주상렬, 최경석대한수학회 · 대한수학회논문집2006 · 제21권 제4호REGULAR VARIATION AND STABILITY OF RANDOM MEASURESNam Bui Quang, Phuc Ho Dang대한수학회 · 대한수학회지2017 · 제54권 제3호Time-changed convoluted poisson processASHOK KUMAR PATHAK장전수학회 · Proceedings of the Jangjeon Mathematical Society(장전수학회 논문집)2025 · 제28권 제3호A note on the generalized heat content for L\'{e}vy processesTomasz Grzywny, Wojciech Cygan대한수학회 · 대한수학회보2018 · 제55권 제5호A note on functional limit theorem for the increments of FBM in sup-norm황교신영남수학회 · East Asian Mathematical Journal2008 · 제24권 제3호On estimates of Poisson kernels for symmetric Levy processes강재훈, 김판기대한수학회 · 대한수학회지2013 · 제50권 제5호
이 간행물의 다른 논문 (18건)
THE ZEROS DISTRIBUTION OF SOLUTIONS OF HIGHER ORDER DIFFERENTIAL EQUATIONS IN AN ANGULAR DOMAINZongxuan Chen, Zhibo Huangpp. 443-454THE EXISTENCE RESULTS OF COUPLED QUASI-SOLUTIONS FOR A CLASS OF OPERATOR EQUATIONS조열제, Guang He, Nan-jing Huangpp. 455-465MEAN CONVERGENCE THEOREMS AND WEAK LAWS OF LARGE NUMBERS FOR DOUBLE ARRAYS OF RANDOM ELEMENTS IN BANACH SPACESLe Van Dung, Nguyen Duy Tienpp. 467-482STABILITY OF A FUNCTIONAL EQUATION DERIVING FROM QUARTIC AND ADDITIVE FUNCTIONSMadjid Eshaghi Gordjipp. 491-502BROWDER’S TYPE STRONG CONVERGENCE THEOREM FOR S-NONEXPANSIVE MAPPINGS김종규, Sajid Anwar, Daya Ram Sahupp. 503-511
