On the equation [mu]t+s=[mu]s*Ts[mu]t

We prove that any solution of the equation [mu]t+s=[mu]s*Ts[mu]t consists of infinitely divisible measures, and that there are constants (bt)t[greater-or-equal, slanted]0 so that t|->[mu]t*[delta]-bt is continuous.

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Year of publication:	2001
Authors:	Schmuland, Byron ; Sun, Wei
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 52.2001, 2, p. 183-188
Publisher:	Elsevier
Keywords:	(Tt)-convolution semigroup Infinitely divisible Mehler formula

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223388