Thorin classes of Lévy processes and their transforms

被引：0
|
作者：
B. Grigelionis
机构：
[1] Institute of Mathematics and Informatics,
来源：
Lithuanian Mathematical Journal | 2008年 / 48卷
关键词：
Bessel transform; canonical polar decomposition; Cauchy process; Gaussian process; infinite divisibility; Karlin transform; Lévy meassure; Lévy process; Poisson transform; self-decomposability; subordinator; Thorin class;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We define and characterize Thorin classes {ie294-01}, of infinitely divisible distributions on R+. We investigate Poisson, Karlin, and Bessel transforms of Thorin classes and also consider extended Thorin classes {ie294-02}. Canonical representation and self-decomposability properties of Thorin subordinated Gaussian Lévy processes are discussed. As an example, a subordinated Cauchy process is considered in detail.
引用
收藏
相关论文
共 50 条
  • [1] Thorin classes of Levy processes and their transforms
    Grigelionis, B.
    LITHUANIAN MATHEMATICAL JOURNAL, 2008, 48 (03) : 294 - 315
  • [2] Kato Classes for Lévy Processes
    Tomasz Grzywny
    Karol Szczypkowski
    Potential Analysis, 2017, 47 : 245 - 276
  • [3] The Entrance Law of the Excursion Measure of the Reflected Process for Some Classes of Lévy Processes
    Loïc Chaumont
    Jacek Małecki
    Acta Applicandae Mathematicae, 2020, 169 : 59 - 77
  • [4] Kac–Lévy Processes
    Nikita Ratanov
    Journal of Theoretical Probability, 2020, 33 : 239 - 267
  • [5] A Nonstandard Lévy-Khintchine Formula and Lévy Processes
    Siu Ah NG School of Mathematical Sciences
    Acta Mathematica Sinica,English Series, 2008, 24 (02) : 241 - 252
  • [6] A nonstandard Lévy-Khintchine formula and Lévy processes
    Siu Ah Ng
    Acta Mathematica Sinica, English Series, 2008, 24 : 241 - 252
  • [7] The Coding Complexity of Lévy Processes
    Frank Aurzada
    Steffen Dereich
    Foundations of Computational Mathematics, 2009, 9 : 359 - 390
  • [8] The Coding Complexity of L,vy Processes
    Aurzada, Frank
    Dereich, Steffen
    FOUNDATIONS OF COMPUTATIONAL MATHEMATICS, 2009, 9 (03) : 359 - 390
  • [9] Precise Asymptotics for Lévy Processes
    Zhi Shui Hu
    Chun Su
    Acta Mathematica Sinica, English Series, 2007, 23 : 1265 - 1270
  • [10] Numerical methods for L,vy processes
    Hilber, N.
    Reich, N.
    Schwab, C.
    Winter, C.
    FINANCE AND STOCHASTICS, 2009, 13 (04) : 471 - 500
12345