Meta-times and extended subordination
Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 398-407 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

@article{TVP_2011_56_2_a12,
     author = {O. E. Barndorff-Nielsen and J. Pedersen},
     title = {Meta-times and extended subordination},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {398--407},
     year = {2011},
     volume = {56},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a12/}
}
TY  - JOUR
AU  - O. E. Barndorff-Nielsen
AU  - J. Pedersen
TI  - Meta-times and extended subordination
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 2011
SP  - 398
EP  - 407
VL  - 56
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a12/
LA  - en
ID  - TVP_2011_56_2_a12
ER  - 
%0 Journal Article
%A O. E. Barndorff-Nielsen
%A J. Pedersen
%T Meta-times and extended subordination
%J Teoriâ veroâtnostej i ee primeneniâ
%D 2011
%P 398-407
%V 56
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a12/
%G en
%F TVP_2011_56_2_a12
O. E. Barndorff-Nielsen; J. Pedersen. Meta-times and extended subordination. Teoriâ veroâtnostej i ee primeneniâ, Tome 56 (2011) no. 2, pp. 398-407. http://geodesic.mathdoc.fr/item/TVP_2011_56_2_a12/

[1] Adler R. J., Monrad D., Scissors R. H., Wilson R., “Representations, decompositions and sample function continuity of random fields with independent increments”, Stochastic Process. Appl., 15:1 (1983), 3–30 | DOI | MR | Zbl

[2] Barndorff-Nielsen O. E., L'evy Bases and Extended Subordination, Research Report no. 12, Thiele Centre for Applied Mathematics in Natural Science, Aarhus, 2010, 15 pp.

[3] Barndorff-Nielsen O. E., Pedersen J., Sato K., “Multivariate subordination, self-decomposability and stability”, Adv. Appl. Probab., 33:1 (2001), 160–187 | DOI | MR | Zbl

[4] Barndorff-Nielsen O. E., Shiryaev A. N., Change of Time and Change of Measure, World Scientific, Hackensack, 2010, 305 pp. | MR | Zbl

[5] Dalang R. C., Walsh J. B., “The sharp Markov property of Lévy sheets”, Ann. Probab., 20:2 (1992), 591–626 | DOI | MR | Zbl

[6] Jacod J., Shiryaev A. N., Limit Theorems for Stochastic Processes, Grundlehren Math. Wiss., 288, Springer-Verlag, Berlin, 2003, 661 pp. | MR | Zbl

[7] Pedersen J., The Lévy-Itô decomposition of an independently scattered random measure, Research Report no. 2, MaPhySto, Aarhus, 2003

[8] Pedersen J., Sato K., “Relations between cone-parameter Lévy processes and convolution semigroups”, J. Math. Soc. Japan, 54:2 (2004), 541–559 | DOI | MR

[9] Rajput B. S., Rosi\protectński J., “Spectral representations of infinitely divisible processes”, Probab. Theory Related Fields, 82:3 (1989), 451–487 | DOI | MR | Zbl

[10] Rosenblatt M., “Remarks on a multivariate transformation”, Ann. Math. Statist., 23 (1952), 470–472 | DOI | MR | Zbl

[11] Sato K., Lévy Processes and Infinitely Divisible Distributions, Cambridge Stud. Adv. Math., 68, Cambridge Univ. Press, Cambridge, 1999, 486 pp. | MR | Zbl