On some results of Cufaro Petroni about Student t-processes

DOI10.1088/1751-8113/41/26/265004zbMath1144.60033arXiv0803.3198OpenAlexW2040129611MaRDI QIDQ3516263

Christian Berg, Christophe Vignat

Publication date: 1 August 2008

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0803.3198

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10)

Related Items (3)

High-order approximation of Pearson diffusion processes ⋮ Local asymptotic normality for Student-Lévy processes under high-frequency sampling ⋮ On the density of the sum of two independent Student \(t\)-random vectors

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