Selfdecomposability of Weak Variance Generalised Gamma Convolutions

Weak variance generalised gamma convolution processes are multivariate Brownian motions weakly subordinated by multivariate Thorin subordinators. Within this class, we extend a result from strong to weak subordination that a driftless Brownian motion gives rise to a self-decomposable process. Under moment conditions on the underlying Thorin measure, we show that this condition is also necessary. We apply our results to some prominent processes such as the weak variance alpha-gamma process, and illustrate the necessity of our moment conditions in some cases

Differential Subordinations Involving Generalized Bessel Functions

In this paper our aim is to present some subordination and superordination results, by using an operator, which involves the normalized form of the generalized Bessel functions of first kind. These results are obtained by investigating some appropriate classes of admissible functions. We obtain also some sandwich-type results and we point out various known or new special cases of our main results.Comment: 15 pages, accepted in Bulletin of the Malaysian Mathematical Sciences Societ