Tokyo Journal of Mathematics

Selfdecomposability and Semi-selfdecomposability in Subordination of Cone-parameter Convolution Semigroups

Ken-iti SATO

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Abstract

Extension of two known facts concerning subordination is made. The first fact is that, in subordination of $1$-dimensional Brownian motion with drift, selfdecomposability is inherited from subordinator to subordinated. This is extended to subordination of cone-parameter convolution semigroups. The second fact is that, in subordination of strictly stable cone-parameter convolution semigroups on $\mathbf{R}^d$, selfdecomposability is inherited from subordinator to subordinated. This is extended to semi-selfdecomposability.

Article information

Source
Tokyo J. Math., Volume 32, Number 1 (2009), 81-90.

Dates
First available in Project Euclid: 7 August 2009

Permanent link to this document
https://projecteuclid.org/euclid.tjm/1249648410

Digital Object Identifier
doi:10.3836/tjm/1249648410

Mathematical Reviews number (MathSciNet)
MR2541155

Zentralblatt MATH identifier
1180.60065

Citation

SATO, Ken-iti. Selfdecomposability and Semi-selfdecomposability in Subordination of Cone-parameter Convolution Semigroups. Tokyo J. Math. 32 (2009), no. 1, 81--90. doi:10.3836/tjm/1249648410. https://projecteuclid.org/euclid.tjm/1249648410


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