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;
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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.
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