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Meta-Times and Extended Subordination

Research output: Working paperResearch

Documents

  • T.N. Thiele Centre
  • Department of Mathematical Sciences
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 languageEnglish
Place of publicationÅrhus
PublisherThiele Centre, Institut for Matematiske Fag, Aarhus Universitet
Number of pages14
Publication statusPublished - 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

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