Semigroups of Upsilon transformations

Upsilon transformations satisfying certain regularity conditions are shown to generate semigroups of such transformations. This is based on a general commutativity property of the Upsilon transformations, and uses log infinite divisibility. The existence of random integral representations of Upsilon transformations and of the generated semigroups is also discussed.

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Year of publication:	2008
Authors:	Barndorff-Nielsen, Ole E. ; Maejima, Makoto
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 118.2008, 12, p. 2334-2343
Publisher:	Elsevier
Subject:	Infinite divisibility Random integral representation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874201