A random integral calculus on generalized \(s\)-selfdecomposable probability measures
DOI10.1007/s13171-013-0038-8zbMath1322.60141arXiv1010.0131OpenAlexW2159286125MaRDI QIDQ2257016
Publication date: 23 February 2015
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1010.0131
Banach spacesLévy processinfinite divisibilityLévy-Khintchine formulauniform distributionsrandom integralsgeneralized \(s\)-selfdecomposable distributions
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Convergence of probability measures (60B10) Stochastic analysis (60H99) Probability theory on linear topological spaces (60B11)
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