Tokyo Journal of Mathematics

Cone-Parameter Convolution Semigroups and Their Subordination

Jan PEDERSEN and Ken-iti SATO

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Abstract

Convolution semigroups of probability measures with parameter in a cone in a Euclidean space generalize usual convolution semigroups with parameter in $[0,\infty)$. A characterization of such semigroups is given and examples are studied. Subordination of cone-parameter convolution semigroups by cone-valued cone-parameter convolution semigroups is introduced. Its general description is given and inheritance properties are shown. In the study the distinction between cones with and without strong bases is important.

Article information

Source
Tokyo J. Math., Volume 26, Number 2 (2003), 503-525.

Dates
First available in Project Euclid: 5 June 2009

Permanent link to this document
https://projecteuclid.org/euclid.tjm/1244208605

Digital Object Identifier
doi:10.3836/tjm/1244208605

Mathematical Reviews number (MathSciNet)
MR2020800

Zentralblatt MATH identifier
1039.43004

Citation

PEDERSEN, Jan; SATO, Ken-iti. Cone-Parameter Convolution Semigroups and Their Subordination. Tokyo J. Math. 26 (2003), no. 2, 503--525. doi:10.3836/tjm/1244208605. https://projecteuclid.org/euclid.tjm/1244208605


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