{"entities":{"Q2461000":{"pageid":2471743,"ns":120,"title":"Item:Q2461000","lastrevid":57952647,"modified":"2026-04-03T05:30:59Z","type":"item","id":"Q2461000","labels":{"en":{"language":"en","value":"Some properties of exponential integrals of Levy processes and examples"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5212962"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2461000$0AD2A661-76B8-4F0F-8C57-E9A030D066D3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"635e326f5212cca5cdc034d6d9b0b3f7ea1af4e4","datavalue":{"value":{"text":"Some properties of exponential integrals of Levy processes and examples","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2461000$84E41A18-2C6D-4AE8-A621-B928CE86C9CC","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0007cf06379a5cfdf103cd1c41efac7f988898ff","datavalue":{"value":"1130.60060","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2461000$7BC16939-A542-4A57-AAE7-D83DD8823160","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4f04046b3aaee82a51130bde1a4e6cb866b60e82","datavalue":{"value":{"entity-type":"item","numeric-id":2460999,"id":"Q2460999"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2461000$3B36D9F6-FECE-4F47-B7DF-738F215529F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6b4ed72230500bb4e99b8434eab0a8a80ff6ff35","datavalue":{"value":{"entity-type":"item","numeric-id":386275,"id":"Q386275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2461000$39BF4988-1F8C-41E7-B233-5B0986220259","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4aaea1ef78cb8103b05c81d0520eb65655b0d129","datavalue":{"value":{"entity-type":"item","numeric-id":190647,"id":"Q190647"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2461000$B9A0406E-EF89-419E-B937-6E7093750D40","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f68eb9de5f4e69a3d49dfc41c006f96a150ae946","datavalue":{"value":{"entity-type":"item","numeric-id":187954,"id":"Q187954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2461000$7CF7EB05-8018-49D8-8051-524032AB1D85","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"806ce7a5341bdedb9ded78965f199921fbebfc0e","datavalue":{"value":{"time":"+2007-11-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2461000$289BE150-D128-4BE3-B79E-E6D3B12BBE36","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ecd1cad25d9172557d2bfd350c7bb5d6700f0337","datavalue":{"value":"https://arxiv.org/abs/math/0606084","type":"string"},"datatype":"url"},"type":"statement","id":"Q2461000$BB768E06-29E8-4A84-A012-A7DEC9FCD21B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"023fb470a2fab9ebf1cb9d7a5ba3349d0a09f2d7","datavalue":{"value":"https://eudml.org/doc/128415","type":"string"},"datatype":"url"},"type":"statement","id":"Q2461000$E9BD5C6E-5894-465C-9652-D1AD05C04271","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"211070242b664e62ec5cbc580aace91b381afee7","datavalue":{"value":"Let \\((X_{t},Y_{t})_{t\\geq 0}\\) be a L\u00e9vy process on \\( \\mathbb{R}^{1+d}\\), with \\((X_{t})_{t\\geq 0}\\) and \\((Y_{t})_{t\\geq 0}\\) being \\( \\mathbb{R}\\)-valued and \\(\\mathbb{R}^{d}\\)-valued, respectively. The authors give conditions for existence and finiteness of the improper stochastic integral \\(Z=\\int_{0}^{\\infty -}\\exp (-X_{s-})\\,dY_{s},\\) and the law \\( \\mathcal{L}\\left( Z\\right) \\) of \\(Z\\) is then considered. Sufficient conditions for \\(\\mathcal{L}\\left( Z\\right) \\) to be either selfdecomposable or non-selfdecomposable but semi-selfdecomposable are given. The case where \\( d=1,\\;(X_{t})_{t\\geq 0}\\) and \\((Y_{t})_{t\\geq 0}\\) are independent and the former is a Poisson process, is paid special attention. An example is given of a \\(Z\\) of the form \\(Z\\overset{\\mathrm{d}}{=}V^{1/2}W\\), with independent random variables \\(V\\) and \\(W\\), where \\(V\\) is non-negative infinitely divisible and selfdecomposable while \\(W\\) is a standard normal variable.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2461000$7CB5C42C-BF0F-4F92-A3A3-656E239838A1","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"9f4adc6bba4f31348f4d496da1bf56a1a5085f1a","datavalue":{"value":{"entity-type":"item","numeric-id":586110,"id":"Q586110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2461000$F712782F-2FE0-4B1C-BA0E-DC3BEDCCE0C1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da30627b99013aa4f6027a3ecc134350da7269ea","datavalue":{"value":"60H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2461000$311DBB54-C255-463A-80FC-E0CD857DA426","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2461000$B5CB3061-82F1-458D-97E4-C53228AD914E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b2d9cbcdee95a31a6646146f41d5b4b9ff88797","datavalue":{"value":"60E07","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2461000$739A34E7-D838-4A46-B59E-96A97837B06B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"bb6879e758d80246bc8b6802036defbf671a1734","datavalue":{"value":"5212962","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2461000$8758265D-70EE-4880-B050-F4F3D2D6C092","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ee1e15fc2cdb24086ea71a960c3d17be7b65d816","datavalue":{"value":"Levy process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2461000$A998EAD8-9FB4-4C48-A4D9-9C6C6C20A0BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9b6d9dc0fb4bdf752bb5747d2be6db7bf3624048","datavalue":{"value":"selfdecomposability","type":"string"},"datatype":"string"},"type":"statement","id":"Q2461000$E05F2330-BB11-47EE-87A8-52BE8B29309D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f980a35c1dd42c35f7a290a326bcafeacb590f93","datavalue":{"value":"semi-selfdecomposability","type":"string"},"datatype":"string"},"type":"statement","id":"Q2461000$49E74DAE-E7DA-4E72-88AC-FE85FF71D207","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48529aee5261c9da398cf73083920b4ac7f8fab5","datavalue":{"value":"stochastic integral","type":"string"},"datatype":"string"},"type":"statement","id":"Q2461000$C6C4863E-4D24-44B3-AF69-49FB936037BD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2461000$4AF49313-97A7-42A0-9E4E-36822671D330","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"298f5923246c869dfeedff7a7c2f34108bc745d2","datavalue":{"value":"10.1214/ECP.V11-1232","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2461000$E6B4E3C6-6CCB-44F0-9D97-4F020436C2A9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f339053cbe1d2e6a9982b5f29dae0149f724c484","datavalue":{"value":{"entity-type":"item","numeric-id":1932223,"id":"Q1932223"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cceab13d234c021365f7af91d608bd7bdc9b0d03","datavalue":{"value":{"amount":"+0.8062317371368408","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2461000$6D50008C-4893-421C-BF71-889A2F969C90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0f3742ca61f750c8e5d7ee082794ee57f85d6486","datavalue":{"value":{"entity-type":"item","numeric-id":2941800,"id":"Q2941800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4f99f08049c0f159852060b5a8fbab038a6b0e4c","datavalue":{"value":{"amount":"+0.8050370216369629","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2461000$54A61331-1D9E-46A0-A180-BCE635141E6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be5aaf288dcd3f9867153c07d7025af3250762b9","datavalue":{"value":{"entity-type":"item","numeric-id":3526632,"id":"Q3526632"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8cf95c883bf8d2e60ee68bdda6955dab23ad6239","datavalue":{"value":{"amount":"+0.7952547073364258","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2461000$BCAEF01A-C351-4CE3-9C1C-967395F55C61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3e849ab8dc65f98525eeeac5713f7592b453d4c1","datavalue":{"value":{"entity-type":"item","numeric-id":5485648,"id":"Q5485648"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9200e5f58737b7b2f5456c6ef231c4ac26226657","datavalue":{"value":{"amount":"+0.7932271957397461","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2461000$3FE15115-1E74-4BEA-A5F8-5CFE86CF5C81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9663b6352b9182e65c24c73b0391afd7a495592b","datavalue":{"value":{"entity-type":"item","numeric-id":428611,"id":"Q428611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9e2518f1af66d70fe4b6305fa9e61ace2fbf6a6e","datavalue":{"value":{"amount":"+0.7790778279304504","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2461000$FFBD4027-444D-4157-AB4A-C1FFC18B1A67","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2461000","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2461000"}}}}}