On additive time-changes of Feller processes

Details On additive time-changes of Feller processes On additive time-changes of Feller processes

2009-09-26

arxiv.org/abs/0909.4881v1

Mathematics

Probability

7 pages, no figures

Scientific paper

In this note we generalise the Phillips theorem on the subordination of Feller processes by Levy subordinators to the class of additive subordinators (i.e. subordinators with independent but possibly nonstationary increments). In the case where the original Feller process is Levy we also express the time-dependent characteristics of the subordinated process in terms of the characteristics of the Levy process and the additive subordinator.

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