scientific article; zbMATH DE number 5050951

zbMath1113.60049MaRDI QIDQ5485648

Ken-iti Sato

Publication date: 4 September 2006

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

infinitely divisible distributionLévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

Related Items (18)

Stochastic complex integrals in a two-dimensional flow ⋮ The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions ⋮ Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes ⋮ Stochastic integral and series representations for strictly stable distributions ⋮ Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions ⋮ A class of multivariate infinitely divisible distributions related to arcsine density ⋮ Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities ⋮ Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions ⋮ Remarks on the factorization property of some random integrals ⋮ Existence and uniqueness of stationary Lévy-driven CARMA processes ⋮ On free and classical type \(G\) distributions ⋮ Fixed points of mappings of infinitely divisible distributions on ⋮ Semigroups of Upsilon transformations ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Fractional Integrals and Extensions of Selfdecomposability ⋮ Stochastic complex integrals associated with homogeneous independently scattered random measures on the line ⋮ Random representation of Blasius’ formula through stochastic complex integrals

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