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.
Year of publication: |
2008
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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
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Publisher: |
Elsevier |
Subject: | Infinite divisibility Random integral representation |
Saved in:
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