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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2000-40
October 2000

Subordination and Selfdecomposability


Ken-Iti Sato


Two facts are established concerning subordination and selfdecomposability. 1. Any subordinated process arising from a Brownian motion with drift and a selfdecomposable subordinator is selfdecomposable. 2. Selfdecomposable distribtuions of type $G$ are not necessarily of type $G_{L}$. Consequences of the first fact on smoothness of the distributions are discussed.

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This paper has now been published in Statist. Probab. Lett. 54, 317--324 (2001)