Stochastic approach for the subordination in Bochner sense
Nicolas Bouleau (CERMA)
TL;DR
This paper explores a stochastic method for subordination in the Bochner sense, constructing a double-indexed process with surface paths from subordinators, and investigates related martingale techniques for symbolic calculus.
Contribution
It introduces a stochastic approach to Bochner subordination, enabling new martingale methods for symbolic calculus in this context.
Findings
Construction of a double-indexed process with surface paths from subordinators
Development of martingale techniques for symbolic calculus
Advancement in understanding Bochner subordination processes
Abstract
It is possible to construct a double indexed process with sample paths a surface of a family of subordinators obtained by subordination. We study here a branch of this subordination process. This opens martingale methods on symbolic calculus questions.
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Taxonomy
TopicsAnalytic and geometric function theory · Functional Equations Stability Results · Advanced Banach Space Theory