Meta-Times and Extended Subordination

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Department of Mathematics

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Research output: Working paper › Research

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Meta-Times and Extended Subordination. / Barndorff-Nielsen, Ole ; Pedersen, Jan.

Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2010.

Research output: Working paper › Research

Harvard

Barndorff-Nielsen, O & Pedersen, J 2010 'Meta-Times and Extended Subordination' Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, Århus.

APA

Barndorff-Nielsen, O., & Pedersen, J. (2010). Meta-Times and Extended Subordination. Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

CBE

Barndorff-Nielsen O , Pedersen J. 2010. Meta-Times and Extended Subordination. Århus: Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet.

MLA

Barndorff-Nielsen, Ole and Jan Pedersen Meta-Times and Extended Subordination. Århus: Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. 2010., 14 p.

Vancouver

Barndorff-Nielsen O , Pedersen J. Meta-Times and Extended Subordination. Århus: Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet. 2010 Dec 15.

Author

Barndorff-Nielsen, Ole ; Pedersen, Jan. / Meta-Times and Extended Subordination. Århus : Thiele Centre, Institut for Matematiske Fag, Aarhus Universitet, 2010.

Bibtex

@techreport{63085f7c3d80437d9ebb34d79feefd15,

title = "Meta-Times and Extended Subordination",

abstract = "The problem of defining subordination of a homogeneous L{\'e}vy basis by a non-negative homogeneous L{\'e}vy basis is discussed. An explicit construction, generalizing the usual one-dimensional case, is given. This construction involves certain random meta-time changes.",

keywords = "subordination, L{\'e}vy bases and sheets, meta-time change",

author = "Ole Barndorff-Nielsen and Jan Pedersen",

note = "Published in Theory of Probability and Its Applications. 2012;56:398-408.",

year = "2010",

month = dec,

day = "15",

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 - Meta-Times and Extended Subordination

AU - Barndorff-Nielsen, Ole

AU - Pedersen, Jan

N1 - Published in Theory of Probability and Its Applications. 2012;56:398-408.

PY - 2010/12/15

Y1 - 2010/12/15

N2 - 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.

AB - 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.

KW - subordination

KW - Lévy bases and sheets

KW - meta-time change

M3 - Working paper

BT - Meta-Times and Extended Subordination

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

CY - Århus

ER -