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Dynamic Upsilon Transformations

Publikation: Working paperForskning

Dokumenter

  • Institut for Matematiske Fag
  • T.N. Thiele Centre
Upsilon transformations satisfying certain regularity conditions are shown to generate semigroups of such transformations. This is based on a general commutativity property of the Upsilon transformations, and uses log infinite divisibility. The existence of stochastic integral representations of Upsilon transformations and of the generated semigroups is also discussed.
OriginalsprogEngelsk
UdgivelsesstedÅrhus
UdgiverDepartment of Mathematical Sciences , University of Aarhus
Antal sider16
StatusUdgivet - 7 jun. 2007

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