General -transformations

MaRDI QIDQ3623879zbMATH OpenFDO

Authors Jan Rosiński, Steen Thorbjørnsen, Ole E. Barndorff-Nielsen

Publication date 27 April 2009

zbMATH Keywords

continuity propertiesdomains and rangesmultiplicative convolutionrandom integralstransformations of infinitely divisible lawstransformations of the Lévy measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05)

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• Matrix Subordinators and Related Upsilon Transformations
• Regularizing mappings of Lévy measures
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
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Cited in

(23)

• Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
• On Ulam-von Neumann transformations
• Completely random measures and Lévy bases in free probability
• A transformation for spectrally negative Lévy processes and applications
• On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
• Regularizing mappings of Lévy measures
• Semigroups of Upsilon transformations
• Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings
• Lévy measures involving a generalized form of fractional integrals
• Fractional integrals and extensions of selfdecomposability
• Matrix Subordinators and Related Upsilon Transformations
• A Note on a Composition of Two Random Integral Mappings ^βand Some Examples
• A class of multivariate infinitely divisible distributions related to arcsine density
• Transformation brackets between U(N)⊃SO(N)⊃SO(Na)⊕SO(Nb) and U(N)⊃U(Na)⊕U(Nb)⊃SO(Na)⊕SO(Nb)
• On Lévy semistationary processes with a gamma kernel
• Selfdecomposable fields
• Transformation brackets between U(ν+1)⊃U(ν)⊃SO(ν) and U(ν+1)⊃SO(ν+1)⊃SO(ν)
• Stationary infinitely divisible processes
• On Ole E. Barndorff-Nielsen's contributions to classical and free infinite divisibility and Lévy processes
• On the class of distributions of subordinated Lévy processes and bases
• Three upsilon transforms related to tempered stable distributions
• Stochastic integral and series representations for strictly stable distributions
• On free and classical type \(G\) distributions

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