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Kholoud Basalim

and 2 more

Bertoin, Roynette et Yor \cite{bertion} described new connections between the class $\Bd$ of L\’evy-Laplace exponents $\Psi$ (also called the class (sub)critical branching mechanism) and the class of Bernstein functions ($\BF$) which are internal, i.e. those Bernstein functions $\phi$ s.t. $\Psi \circ \phi$ remains a Bernstein function for every $\Psi$. We complete their work and illustrate how the class f internal function is rich from the stochastic point of view. It is well known that every $\phi \in \BF$ corresponds univocally to: (i) a subordinator ${(X_t)}_{t\geq 0}$ (or equivalently to transition semigroups ${\big(\pr(X_t\in dx)\big)}_{t\geq 0}$; (ii) a L\’evy measure $\mu$ (which controls the jumps of the subordinator). It is also known that, on $\oi$, the measure $\pr(X_t \in dx)/t$ converges vaguely to $\dd \delta_0(dx)+ \mu(dx)$ as $t\to 0$, where $\dd$ is the drift term, but rare are the situations where we can compare the transition semigroups with the L\’evy measure. Our extensive investigations on the composition of L\’evy-Laplace exponents $\Psi$ with Bernstein functions show, for instance, this remarkable facts: $\phi$ is internal is equivalent to: (a) $\phi^2 \in \BF$ or to (b) $t\mu(dx) - \pr(X_t\in dx)$ is a positive measure on $\oi$. We also provide conditions on $\mu$ insuring that $\phi$ is internal. We also show L\’evy-Laplace exponents are closely connected to the class of Thorin Bernstein function and provide conditions on $\mu$ insuring that $\phi$ is internal.