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Multivariate Subordination

  • Alfonso Rocha-Arteaga
  • Ken-iti Sato
Chapter
Part of the SpringerBriefs in Probability and Mathematical Statistics book series (SBPMS )

Abstract

Subordination of stochastic processes consists of transforming a stochastic process \(\left \{ X_{t}\right \} \) to another one through random time change by an increasing process \(\left \{ Z_{t}\right \}\), where \(\left \{ X_{t}\right \} \) and \(\left \{ Z_{t}\right \} \) are assumed to be independent.

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Copyright information

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Alfonso Rocha-Arteaga
    • 1
  • Ken-iti Sato
    • 2
  1. 1.Facultad de Ciencias Físico-MatemáticasUniversidad Autónoma de SinaloaCuliacánMexico
  2. 2.Hachiman-yama 1101-5-103Tenpaku-kuJapan

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