On the class of distributions of subordinated Lévy processes

preprint2015arXivOpen access

Abstract

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

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