Classes of infinitely divisible distributions and examples
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Publication:2807247
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- A CONNECTION BETWEEN FREE AND CLASSICAL INFINITE DIVISIBILITY
- A class of multivariate infinitely divisible distributions related to arcsine density
- A new factorization property of the selfdecomposable probability measures.
- A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class
- A note on a bivariate gamma distribution
- A note on new classes of infinitely divisible distributions on \(\mathbb{R}^{d}\)
- A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
- An alternative approach to multiply self-decomposable probability measures on Banach spaces
- An integral representation for selfdecomposable banach space valued random variables
- Analysis of the rosenblatt process
- Bernstein functions. Theory and applications
- Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
- Class L of multivariate distributions and its subclasses
- Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions
- Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
- Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
- Distributions of selfsimilar and semi-selfsimilar processes with independent increments
- Examples of \(\alpha\)-selfdecomposable distributions
- Fixed points of mappings of infinitely divisible distributions on
- Fourier transforms of measures from the classes \({\mathcal U}_ \beta{},\;-2 < \beta{}\leq{}-1\)
- Fractional integrals and extensions of selfdecomposability
- Generalized gamma convolutions and related classes of distributions and densities
- Generalized gamma convolutions, Dirichlet means, Thorin measures, with explicit examples
- Infinite divisibility of interpolated gamma powers
- Infinitely divisible distributions similar to class L distributions
- Infinitely divisible distributions with unimodal Levy spectral functions
- Lévy laws in free probability
- Lévy measure density corresponding to inverse local time
- Lévy processes in free probability
- Monotonicity and non-monotonicity of domains of stochastic integral operators
- Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions
- Non-central limit theorems for non-linear functional of Gaussian fields
- Normal Variance-Mean Mixtures and z Distributions
- Normal approximations with Malliavin calculus. From Stein's method to universality
- Note on the Infinite Divisibility of Exponential Mixtures
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- On certain self-decomposable distributions
- On certain self-decomposable self-similar processes with independent increments
- On continuity properties of the law of integrals of Lévy processes
- On the distribution of the Rosenblatt process
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
- On the infinite divisbility of the Pareto distribution
- On the infinite divisibility of the lognormal distribution
- On the self-decomposability of the Fréchet distribution
- Pricing options on realized variance
- Proof of a conjecture of L. Bondesson concerning infinite divisibility of powers of a gamma variable
- Properties and numerical evaluation of the Rosenblatt distribution
- Random integral representations for classes of limit distributions similar to Lévy class L0, II
- Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
- Regularization and integral representations of Hermite processes
- Regularizing mappings of Lévy measures
- Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
- Self-similar processes with independent increments
- Self-similar processes with independent increments associated with Lévy and Bessel processes.
- Some classes of limit laws containing the stable distributions
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
- Some properties of exponential integrals of Levy processes and examples
- Special Functions, Stieltjes Transforms and Infinite Divisibility
- Stochastic integral and series representations for strictly stable distributions
- Stochastic integral characterizations of semi-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
- Tempering stable processes
- The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
- The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
- The random integral representation conjecture: a quarter of a century later
- The random integral representation hypothesis revisited : new classes of s-selfdecomposable laws
- The sector constants of continuous state branching processes with immigration
- Transformations of infinitely divisible distributions via improper stochastic integrals
- Two families of improper stochastic integrals with respect to Lévy processes
- Type \(G\) distributions on \({\mathbb R}^d\)
- Unimodality of infinitely divisible distribution functions of class L
- Unimodality of the Levy spectral function
- Variance-GGC asset price models and their sensitivity analysis
- Variations and estimators for self-similarity parameters via Malliavin calculus
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
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