Barndorff-Nielsen, Ole E.; Maejima, Makoto - In: Stochastic Processes and their Applications 118 (2008) 12, pp. 2334-2343
Upsilon transformations satisfying certain regularity conditions are shown to generate semigroups of such transformations. This is based on a general commutativity property of the Upsilon transformations, and uses log infinite divisibility. The existence of random integral representations of...