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arXiv · 0902.2133

Stochastic approach for the subordination in Bochner sense

Nicolas Bouleau
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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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Nicolas Bouleau. 2009-02-12. Stochastic approach for the subordination in Bochner sense. https://arxiv.org/abs/0902.2133

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