Decompositions of infinitely divisible nonnegative processes

DOI10.1214/19-EJP367zbMath1427.60034MaRDI QIDQ2279302

Nathalie Eisenbaum

Publication date: 12 December 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejp/1569981824

zbMATH Keywords

Gaussian processMarkov processlocal timeLévy measurepermanental processinfinitely divisible process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (1)

Lévy measures of infinitely divisible positive processes: examples and distributional identities

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