Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups

Abstract

Extension of two known facts concerning subordination is made. The first fact is that, in subordination of 1-dimensional Brownian motion with drift, selfdecomposability is inherited from subordinator to subordinated. This is extended to subordination of cone-parameter convolution semigroups. The second fact is that, in subordination of strictly stable cone-parameter convolution semigroups on ${\mathbb{R}}^d$, selfdecomposability is inherited from subordinator to subordinated. This is extended to semi-selfdecomposability.

8 pages