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
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
  • [21] On Exponential Functionals of L,vy Processes
    Behme, Anita
    Lindner, Alexander
    JOURNAL OF THEORETICAL PROBABILITY, 2015, 28 (02) : 681 - 720
  • [22] Singularity sets of Lévy processes
    Arnaud Durand
    Probability Theory and Related Fields, 2009, 143 : 517 - 544
  • [23] Extended Thorin classes and stochastic integrals
    B. Grigelionis
    Lithuanian Mathematical Journal, 2007, 47 : 406 - 411
  • [24] Transition Density Estimates for a Class of Lévy and Lévy-Type Processes
    Viktorya Knopova
    René L. Schilling
    Journal of Theoretical Probability, 2012, 25 : 144 - 170
  • [25] Risk bounds of learning processes for Lévy processes
    Zhang, C. (ZHANGCHAO1015@GMAIL.COM), 1600, Microtome Publishing (14):
  • [26] LOCAL TIME ANALYSIS OF ADDITIVE LVY PROCESSES WITH DIFFERENT LVY EXPONENTS
    钟玉泉
    ActaMathematicaScientia, 2009, 29 (05) : 1155 - 1164
  • [27] Transition Density Estimates for a Class of L,vy and L,vy-Type Processes
    Knopova, Viktorya
    Schilling, Rene L.
    JOURNAL OF THEORETICAL PROBABILITY, 2012, 25 (01) : 144 - 170
  • [28] Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods
    Rohit Singla
    Harish Parthasarathy
    Vijyant Agarwal
    Nonlinear Dynamics, 2017, 89 : 553 - 575
  • [29] On the Favorite Points of Symmetric Lévy Processes
    Bo Li
    Yimin Xiao
    Xiaochuan Yang
    Journal of Theoretical Probability, 2019, 32 : 1943 - 1972
  • [30] On Anticipative Girsanov Transformations for Lévy Processes
    Horst Osswald
    Journal of Theoretical Probability, 2009, 22 : 474 - 481