Subordinators: Examples and Applications
نویسنده
چکیده
Unspecified DOI: 10.1007/978-3-540-48115-71 Posted at the Zurich Open Repository and Archive, University of Zurich ZORA URL: http://doi.org/10.5167/uzh-79481 Originally published at: Bertoin, Jean (1999). Subordinators: examples and applications. In: Bernard, P. Lectures on Probability Theory and Statistics. Berlin: Springer, 1-91. DOI: 10.1007/978-3-540-48115-71 SUBORDINATORS: EXAMPLES AND APPLICATIONS Ecole d’été de Probabilités de St-Flour, 1997
منابع مشابه
A class of special subordinators with nested ranges
We construct, on a single probability space, a class of special subordinators S, indexed by all measurable functions α : [0, 1] → [0, 1]. Constant functions correspond to stable subordinators. If α ≤ β, then the range of S is contained in the range of S. Other examples of special subordinators are given in the lattice case.
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