On certain self-decomposable self-similar processes with independent increments

DOI10.1016/S0167-7152(02)00163-3zbMath1014.60043OpenAlexW1976568500MaRDI QIDQ1871256

Makoto Maejima, Koji Akita

Publication date: 7 May 2003

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(02)00163-3

zbMATH Keywords

self-decomposable distributionself-similar processindependent incrementsself-decomposable processUrbanik-Sato nested subclasses

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18)

Related Items (5)

Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations ⋮ Infinite divisibility for stochastic processes and time change ⋮ A class of random matrices with infinitely divisible determinants ⋮ On the law of homogeneous stable functionals ⋮ Classes of Infinitely Divisible Distributions and Examples

Cites Work

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• Class L of multivariate distributions and its subclasses
• Distributions of selfsimilar and semi-selfsimilar processes with independent increments
• Self-similar processes with independent increments
• Multivariate subordination, self-decomposability and stability
• On certain self-decomposable distributions
• Some further results in infinite divisibility

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