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Subordination of stationary processes
Stochastic Processes and their Applications, 1987 Abstract. Let X={X(t), tεT∁ R} be a (L2 ‐) stationary process and suppose that N={N(t), t≥ 0} is an infinitely divisible process, independent of X. Then X̂={X̂(t) =X(N(t)), t≥ 0} is again a stationary process. In this paper, we relate the spectral properties of the original process X and the derived or subordinated process X̂.
Eric Willekens, Jozef L. Teugels
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International Journal of Mathematics and Mathematical Sciences, 1986 Suffridge showed a result for subordinate functions. The object of the present paper is to show some subordinate theorems with the aid of the result by Suffridge.
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Asset pricing and investor risk in subordinated asset securitisation [PDF]
, 2005 As a sign of ambivalence in the regulatory definition of capital adequacy for credit risk and the quest for more efficient refinancing sources collateral loan obligations (CLOs) have become a prominent securitisation mechanism. This paper presents a loss-
Jobst, Andreas A.
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Subordinated Hedonic Games [PDF]
Game Theory, 2013 Hedonic games are simple models of coalition formation whose main solution concept is that of core partition. Several conditions guaranteeing the existence of core partitions have been proposed so far. In this paper, we explore hedonic games where a reduced family of coalitions determines the development of the game. We allow each coalition to select a
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Inverse Stable Subordinators [PDF]
Mathematical Modelling of Natural Phenomena, 2013 The inverse stable subordinator provides a probability model for time-fractional differential equations, and leads to explicit solution formulae. This paper reviews properties of the inverse stable subordinator, and applications to a variety of problems in mathematics and physics.
Peter Straka, Mark M. Meerschaert
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Subordination Pathways to Fractional Diffusion
, 2011 The uncoupled Continuous Time Random Walk (CTRW) in one space-dimension and under power law regime is splitted into three distinct random walks: (rw_1), a random walk along the line of natural time, happening in operational time; (rw_2), a random walk ...
D. Fulger +17 more
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Retrieving information from subordination [PDF]
, 2010 We show that if $(X_s, s\geq 0)$ is a right-continuous process, $Y_t=\int_0^t\d s X_s$ its integral process and $\tau = (\tau_{\ell}, \ell \geq 0)$ a subordinator, then the time-changed process $(Y_{\tau_{\ell}}, \ell\geq 0)$ allows to retrieve the ...
Bertoin, Jean, Yor, Marc
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On subordination of holomorphic semigroups
Advances in Mathematics, 2015 We prove that for any Bernstein function $ $ the operator $- (A)$ generates a holomorphic $C_0$-semigroup $(e^{-t (A)})_{t \ge 0}$ on a Banach space, whenever $-A$ does. This answers a question posed by Kishimoto and Robinson. Moreover, giving a positive answer to a question by Berg, Boyadzhiev and de Laubenfels, we show that $(e^{-t (A)})_{t \ge 0}
Alexander Gomilko +2 more
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On subordinate random walks [PDF]
Forum Mathematicum, 2016 Abstract In this article subordination of random walks in ℝ d ${{\mathbb{R}}^{d}}$ is
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An Application of Differential Subordination [PDF]
International Journal of Mathematics and Mathematical Sciences, 2009 We apply the general theory of differential subordination to obtain certian interesting criteria for p‐valent starlikeness and strong starlikeness. Some applications of these results are also discussed.
M. P. Jeyaraman, T. N. Shanmugam
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