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.
Original language
English
Place of publication
Århus
Publisher
Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet
Number of pages
14
Publication status
Published - 15 Dec 2010
Bibliographical note
Published in Theory of Probability and Its Applications. 2012;56:398-408.
Research areas
subordination, Lévy bases and sheets, meta-time change
