A note on self-decomposability of stable process subordinated to self-decomposable subordinator
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Publication:2485545
DOI10.1016/J.SPL.2005.04.011zbMATH Open1076.60042OpenAlexW4251770448MaRDI QIDQ2485545FDOQ2485545
Publication date: 5 August 2005
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.04.011
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Cites Work
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- Unimodality of infinitely divisible distribution functions of class L
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- Multivariate subordination, self-decomposability and stability
- Subordination and self-decomposability
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- On geometric-stable laws, a related property of stable processes, and stable densities of exponent one
- Integral and asymptotic representations of geo-stable densities
- On the unimodality of geometric stable laws
- Exponential mixture representation of geometric stable densities
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