ON ADDITIVE TIME-CHANGES OF FELLER PROCESSES

Abstract. In this note we generalise the Phillips theorem
on the subordination of Feller processes by Levy subordinators
to the class of additive subordinators (i.e. subordinators with
independent but possibly nonstationary increments). In the case
where the original Feller process is Levy we also express the
time-dependent characteristics of the subordinated process in terms
of the characteristics of the Levy process and the additive
subordinator.

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