SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY

descriptionPublicationkeyboard_double_arrow_right Article 31 Oct 2006 English Publisher:The Korean Mathematical SocietyJournal:Communications of the Korean Mathematical Society, volume 21, pages 787-794 (issn: 1225-1763,

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Authors: Gyeong-Suk Choi; Sang-Yeol Joo; Yun-Kyong Kim;

doi: 10.4134/ckms.2006.21.4.787

SUBORDINATION, SELF-DECOMPOSABILITY AND SEMI-STABILITY

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Abstract

Two main results are presented in relation to subor- dination, self-decomposability and semi-stability. One of the re- sult is that strict semi-stability of subordinand process by self- decomposable subordinator gives semi-selfdecomposability of the subordinated process. The second result is a su-cient condition for any subordinated process arising from a semi-stable subordi- nand and a semi-stable subordinator to be semi- selfdecomposable.

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