广义Gamma过程：关于合成与从属的一些结果
Generalized Gamma Process: some results about composition and subordination
摘要：
本文研究广义Gamma过程及其合成.对于两个或两个以上的广义Gamma过程的组合物，我们给，在可能的情况下，明确的法律，而在其他情况下，在福克斯的H-函数的陈述。利用广义Gamma过程的性质，我们还研究了随机过程的迭代与乘积之间的联系，从而得到了关于Cauchy过程或分数布朗运动的合成的一些惊人结果.进一步，我们得到了控制广义Gamma过程的偏微分方程及其合成
英文摘要：
In this paper we deal with the generalized Gamma processes and their compositions. For the compositions of two or more than two generalized Gamma processes we give, when possible, the explicit law whereas, in the other cases the representations in terms of Fox's H-functions are given. We also study the connections between iteration and product of random processes by exploiting the properties of the generalized Gamma processes, such a study allows us to obtain some striking result about the compositions of the Cauchy processes or fractional Brownian motions. Furthermore, we find out the partial differential equations governing the generalized Gamma processes and their compositions
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