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Meta-Times and Extended Subordination

Publikation: Working paperForskning

Dokumenter

  • T.N. Thiele Centre
  • Institut for Matematiske Fag
The problem of defining subordination of a homogeneous Lévy basis by a non-negative homogeneous Lévy basis is discussed. An explicit construction, generalizing the usual one-dimensional case, is given. This construction involves certain random meta-time changes.
OriginalsprogEngelsk
UdgivelsesstedÅrhus
UdgiverThiele Centre, Institut for Matematiske Fag, Aarhus Universitet
Antal sider14
StatusUdgivet - 15 dec. 2010

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