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Semigroups of Upsilon transformations

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  • Institut for Matematiske Fag
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 random integral representations of Upsilon transformations and of the generated semigroups is also discussed.
OriginalsprogEngelsk
TidsskriftStochastic Processes and Their Applications
Vol/bind118
Nummer12
Sider (fra-til)2334-2343
Antal sider10
ISSN0304-4149
DOI
StatusUdgivet - 2008

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