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Steen Thorbjørnsen

General Υ-transformations

Research output: Working paperResearch

Standard

General Υ-transformations. / Barndorff-Nielsen, Ole Eiler; Rosinski, Jan; Thorbjørnsen, Steen.

Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2008.

Research output: Working paperResearch

Harvard

Barndorff-Nielsen, OE, Rosinski, J & Thorbjørnsen, S 2008 'General Υ-transformations' Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, Århus.

APA

Barndorff-Nielsen, O. E., Rosinski, J., & Thorbjørnsen, S. (2008). General Υ-transformations. Århus: Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

CBE

Barndorff-Nielsen OE, Rosinski J, Thorbjørnsen S. 2008. General Υ-transformations. Århus: Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

MLA

Barndorff-Nielsen, Ole Eiler, Jan Rosinski, and Steen Thorbjørnsen General Υ-transformations. Århus: Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. 2008., 38 p.

Vancouver

Barndorff-Nielsen OE, Rosinski J, Thorbjørnsen S. General Υ-transformations. Århus: Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. 2008 Feb 2.

Author

Barndorff-Nielsen, Ole Eiler ; Rosinski, Jan ; Thorbjørnsen, Steen. / General Υ-transformations. Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2008.

Bibtex

@techreport{c0b6e340dcb711dd9b3b000ea68e967b,
title = "General Υ-transformations",
abstract = "In this paper we introduce a general class of transformations of (all or most of) the class ML(Rd), of d-dimensional L{\'e}vy measures on Rd, into itself. We refer to transformations of this type as Υ transformations (or Upsilon transformations). Closely associated to these are mappings of the set ID(Rd) of all infinitely divisible laws on Rd into itself. In considerable generality, the mappings are one-to-one, regularising and bi-continuous. Furthermore, in many cases the transformations have a stochastic interpretation in terms of stochastic integrals with respect to L{\'e}vy processes.",
author = "Barndorff-Nielsen, {Ole Eiler} and Jan Rosinski and Steen Thorbj{\o}rnsen",
note = "Published in Alea (Rio de Janeiro). 2008;4:131-165.",
year = "2008",
month = "2",
day = "2",
language = "English",
publisher = "Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet",
type = "WorkingPaper",
institution = "Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet",

}

RIS

TY - UNPB

T1 - General Υ-transformations

AU - Barndorff-Nielsen, Ole Eiler

AU - Rosinski, Jan

AU - Thorbjørnsen, Steen

N1 - Published in Alea (Rio de Janeiro). 2008;4:131-165.

PY - 2008/2/2

Y1 - 2008/2/2

N2 - In this paper we introduce a general class of transformations of (all or most of) the class ML(Rd), of d-dimensional Lévy measures on Rd, into itself. We refer to transformations of this type as Υ transformations (or Upsilon transformations). Closely associated to these are mappings of the set ID(Rd) of all infinitely divisible laws on Rd into itself. In considerable generality, the mappings are one-to-one, regularising and bi-continuous. Furthermore, in many cases the transformations have a stochastic interpretation in terms of stochastic integrals with respect to Lévy processes.

AB - In this paper we introduce a general class of transformations of (all or most of) the class ML(Rd), of d-dimensional Lévy measures on Rd, into itself. We refer to transformations of this type as Υ transformations (or Upsilon transformations). Closely associated to these are mappings of the set ID(Rd) of all infinitely divisible laws on Rd into itself. In considerable generality, the mappings are one-to-one, regularising and bi-continuous. Furthermore, in many cases the transformations have a stochastic interpretation in terms of stochastic integrals with respect to Lévy processes.

M3 - Working paper

BT - General Υ-transformations

PB - Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet

CY - Århus

ER -