Decompositions of infinitely divisible nonnegative processes
DOI10.1214/19-EJP367zbMATH Open1427.60034MaRDI QIDQ2279302FDOQ2279302
Authors: 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
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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)
Cites Work
- Markov Processes, Gaussian Processes, and Local Times
- Real analysis
- A decomposition of Bessel Bridges
- A Ray-Knight theorem for symmetric Markov processes.
- On permanental processes
- Permanental vectors
- Title not available (Why is that?)
- Oscillation Function of a Multiparameter Gaussian Process
- Dynkin's isomorphism theorem and the Ray-Knight theorems
- Necessary and sufficient conditions for the continuity of local time of Lévy processes
- Existence conditions of permanental and multivariate negative binomial distributions
- Markovian loop soups: permanental processes and isomorphism theorems
- A Cox process involved in the Bose-Einstein condensation
- Representations and isomorphism identities for infinitely divisible processes
- Necessary and sufficient conditions for the continuity of permanental processes associated with transient Lévy processes
- Permanental vectors and selfdecomposability
Cited In (5)
- Lévy measures of infinitely divisible positive processes: examples and distributional identities
- Representations and isomorphism identities for infinitely divisible processes
- Ray Knight theorems for spectrally negative Lévy processes
- Dynkin isomorphism theorems revisited
- Infinitely divisible OS-positive processes
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