A class of special subordinators with nested ranges
Résumé
We construct, on a single probability space, a class of special subordinators $S^{(\alpha)}$, indexed by all measurable functions $\alpha: [0,1]\to [0,1]$. Constant functions correspond to stable subordinators. If $\alpha\leq \beta$, then the range of $S^{(\alpha)}$ is contained in the range of $S^{(\beta)}$. Other examples of special subordinators are given in the lattice case.
Domaines
Probabilités [math.PR]| Origine | Fichiers éditeurs autorisés sur une archive ouverte |
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