The random integral representation conjecture: a quarter of a century later
DOI10.1007/s10986-011-9132-6zbMath1290.60023arXiv1009.2418WikidataQ122936888 ScholiaQ122936888MaRDI QIDQ392773
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
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
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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Cites Work
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