Stochastic approach for the subordination in Bochner sense

Nicolas Bouleau (1)

1 CERMA - Centre d'Enseignement et de Recherche en Mathématiques Appliquées

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.

Mots clés: Bernstein functions; subordinators

Domaines: Algèbres d'opérateurs [math.OA]; Analyse fonctionnelle [math.FA]; Probabilités [math.PR]

Nicolas Bouleau. Stochastic approach for the subordination in Bochner sense. 1990. ⟨hal-00018055v1⟩