The random integral representation conjecture: a quarter of a century later

DOI10.1007/s10986-011-9132-6zbMath1290.60023arXiv1009.2418OpenAlexW2064454112WikidataQ122936888 ScholiaQ122936888MaRDI QIDQ392773

Zbigniew J. Jurek

Publication date: 15 January 2014

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.2418

zbMATH Keywords

Euclidean spaceBanach spaceLévy processinfinite divisibilityLévy-Khintchine formulaselfdecomposable distributions\(s\)-selfdecomposble distributionsclass \(\mathcal U\) distributionsclass \(L\) distributionsrandom integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Convergence of probability measures (60B10) Probability theory on linear topological spaces (60B11)

Related Items

On a method of introducing free-infinitely divisible probability measures ⋮ Remarks on compositions of some random integral mappings ⋮ Remarks on the factorization property of some random integrals ⋮ Selfdecomposable fields ⋮ A random integral calculus on generalized \(s\)-selfdecomposable probability measures ⋮ Some Recent Developments in Ambit Stochastics ⋮ Classes of Infinitely Divisible Distributions and Examples

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