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arXiv 0710.0193math.PR
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锥参数卷积半群从属的自分解与半自分解

Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups

Ken-iti Sato

摘要:

两个已知的事实有关从属的扩展。第一个事实是,在具有漂移的一维布朗运动的从属中,自分解性从从属到从属是继承的。这是推广到从属锥参数卷积半群。第二个事实是,在$\mathbb{R}^d$上严格稳定的锥参数卷积半群的从属中,自分解性从从属子继承到从属子。这被扩展到半自分解性。

英文摘要:

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 $\mathbb{R}^d$, selfdecomposability is inherited from subordinator to subordinated. This is extended to semi-selfdecomposability.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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