Classes of infinitely divisible distributions and examples

DOI10.1007/978-3-319-23138-9_1zbMATH Open1336.60025OpenAlexW2341846367MaRDI QIDQ2807247FDOQ2807247

M. Maejima

Publication date: 19 May 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-23138-9_1

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zbMATH Keywords

stable distributioninfinitely divisible distributiongeneralized gamma convolutionmixture of exponential distributionsselfdecomposable distributionnested subclassesLévy measurestochastic integral with respect to Lévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

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Cited In (1)

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