On Subordinated Multivariate Gaussian Lévy Processes

• Autores: Bronius Grigelionis
• Localización: Acta applicandae mathematicae, ISSN 0167-8019, Vol. 96, Nº. 1-3, 2007, págs. 233-246
• Idioma: inglés
• DOI: 10.1007/s10440-007-9108-z
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• Resumen

  • We discuss criteria for the selfdecomposability of multivariate Lévy processes. We consider in detail Thorin subordinated multivariate Gaussian Lévy processes. Partially on the basis of the author's recent results (MII preprint No. 2004-33, 2004), in this paper, we consider the properties of the Pólya subordinated multivariate Gaussian Lévy processes. We define, as a special class, the multivariate generalized z-processes. The one-dimensional case was investigated in (Grigelionis, B.: Liet. Mat. Rink. 41(3), 303-309, 2001).