scientific article; zbMATH DE number 4201251

MaRDI QIDQ3349674zbMATH OpenFDO

Authors Jan Rosiński

Publication date 1991

zbMATH Keywords

absolute continuity of the distributioninfinitely divisibleLévy measuremarked Poisson point processstochastic processes with independent stationary increments

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15)

Recommendations

• Type \(G\) distributions on \({\mathbb R}^d\)
• The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
• Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
• A characterization of mixing processes of type G
• On the infinite divisibility of variance mixtures of Gaussian distributions

Cited in

(22)

• A hitting time for Lévy processes, with application to dams and branching processes
• Cone-parameter convolution semigroups and their subordination
• Stationary and self-similar processes driven by Lévy processes
• Type \(G\) and spherical distributions on \(\mathbb R^d\)
• Bounds for the expected number of level crossings of certain harmonizable infinitely divisible processes
• A characterization of mixing processes of type G
• High level excursion set geometry for non-Gaussian infinitely divisible random fields
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
• Evaluating the small deviation probabilities for subordinated Lévy processes
• Classes of infinitely divisible distributions and examples
• Some recent developments in stochastic volatility modelling
• Fractional Laplace motion
• Student processes
• Subordination and self-decomposability
• Bifractional Brownian motions on metric spaces
• Set-valued stochastic integrals for convoluted Lévy processes
• Tail dependence coefficients of moving average processes driven by exponential-tailed Lévy noise
• Vector random fields on the arccos-quasi-quadratic metric space
• Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
• A Gaussian extremal property for a two-dimensional moment ratio in the symmetric stable family
• On free and classical type \(G\) distributions

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