Fractional Integrals and Extensions of Selfdecomposability
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Publication:3079737
DOI10.1007/978-3-642-14007-5_1zbMath1222.60019OpenAlexW132900561MaRDI QIDQ3079737
Publication date: 2 March 2011
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-14007-5_1
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Characterization and structure theory of statistical distributions (62E10) Stochastic integrals (60H05)
Related Items (10)
On Lévy Semistationary Processes with a Gamma Kernel ⋮ Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ Weak drifts of infinitely divisible distributions and their applications ⋮ Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Stochastic integral and series representations for strictly stable distributions ⋮ A class of multivariate infinitely divisible distributions related to arcsine density ⋮ Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities ⋮ The dichotomy of recurrence and transience of semi-Lévy processes ⋮ Free self-decomposability and unimodality of the Fuss-Catalan distributions ⋮ Classes of Infinitely Divisible Distributions and Examples
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