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- Publisher
- Springer Journals
- Copyright
- Copyright © 2007 by Springer Science + Business Media B.V.
- Subject
- Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Complex Systems; Classical Mechanics
- ISSN
- 0167-8019
- eISSN
- 1572-9036
- DOI
- 10.1007/s10440-007-9108-z
- Publisher site
- See Article on Publisher Site
Abstract
We discuss criteria for the selfdecomposability of multivariate Lévy processes. We consider in detail Thorin subordinated multivariate Gaussian Lévy processes. Partially on the basis of the author’s recent results (MII preprint No. 2004-33, 2004), in this paper, we consider the properties of the Pólya subordinated multivariate Gaussian Lévy processes. We define, as a special class, the multivariate generalized z-processes. The one-dimensional case was investigated in (Grigelionis, B.: Liet. Mat. Rink. 41(3), 303–309, 2001).
Journal
Acta Applicandae Mathematicae – Springer Journals
Published: Mar 27, 2007