On geometric-stable laws, a related property of stable processes, and stable densities of exponent one

DOI10.1023/A:1003115013644zbMATH Open0906.60015OpenAlexW2954910324MaRDI QIDQ1370548FDOQ1370548

Authors: J. Ning 

Publication date: 14 February 1999

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003115013644

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Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cited In (9)

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• Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups
• Noncausal affine processes with applications to derivative pricing
• Shot Noise Distributions and Selfdecomposability
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• Integral and asymptotic representations of geo-stable densities
• Computer simulation of geometric stable distributions
• A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor
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