On subordinated multivariate Gaussian Levy processes

摘要

We discuss criteria for the selfdecomposability of multivariate Levy processes. We consider in detail Thorin subordinated multivariate Gaussian Levy processes. Partially on the basis of the author's recent results (MII preprint No. 2004-33, 2004), in this paper, we consider the properties of the Polya subordinated multivariate Gaussian Levy processes. We define, as a special class, the multivariate generalized z-processes. The one-dimensional case was investigated in (Grigelionis, B.: Liet. Mat. Rink. 41(3), 303-309, 2001).