On the class of distributions of subordinated L\'evy processes
classification
🧮 math.PR
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processesbasesclassdistributionsobtainedsubordinatedarticleaverage
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This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the so-called recovery problem for general L\'evy bases as well as for moving average processes which are driven by subordinated L\'evy processes.
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