Multivariate subordination, self-decomposability and stability

By Ole E. Barndorff-Nielsen, Jan Pedersen, Ken-iti Sato. Advances in Applied Probability, 2001

172 citations recorded by the source corpus.

Subfields: Applied Mathematics, Mathematical Physics

View Paper: https://www.semanticscholar.org/paper/115ebb45c083bfe7b19d252bde1e6c976a06dd15

How researchers see this paper

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In Applied Mathematics

1. Hiroki Masuda

In Mathematical Physics

1. Hiroki Masuda
2. V. Todorov
3. Jian Wang

Citations in the corpus

• On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process (2004, background): “Proposition 5.4 is a reduced version of Theorem 6.1 of Barndorff-Nielsen et al. (2001), where more general multivariate subordinators are taken into consideration.”