How rich is the class of processes which are infinitely divisible with respect to time?

被引:9
作者
Es-sebaiy, Khalifa [1 ]
Ouknine, Youssef [1 ]
机构
[1] Cadi Ayyad Univ, Fac Sci Semlalia, Dept Math, Marrakech 2390, Morocco
关键词
semi-selfsimilar process; semi-stable process; IDT process;
D O I
10.1016/j.spl.2007.09.005
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT) and Levy processes. We investigate the connection between the selfsimilarity and the strict stability for IDT processes. We also consider a subordination of a Levy process by an increasing IDT process. We introduce a notion of multiparameter IDT stochastic processes, extending the one studied by Mansuy [2005. On processes which are infinitely divisible with respect to time. arXiv:math/0504408.]. The main example of this kind of processes is the Levy sheet. (C) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码:537 / 547
页数:11
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