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

DOI10.1007/s10986-011-9132-6zbMath1290.60023arXiv1009.2418WikidataQ122936888 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 space; Banach space; Lévy process; infinite divisibility; Lévy-Khintchine formula; selfdecomposable distributions; \(s\)-selfdecomposble distributions; class \(\mathcal U\) distributions; class \(L\) distributions; random integral

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

60F05: Central limit and other weak theorems

60H05: Stochastic integrals

60B10: Convergence of probability measures

60B11: Probability theory on linear topological spaces

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