Transformations of infinitely divisible distributions via improper stochastic integrals
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Publication:5422648
zbMath1134.60013arXiv0707.0538MaRDI QIDQ5422648
Publication date: 29 October 2007
Full work available at URL: https://arxiv.org/abs/0707.0538
infinitely divisible distribution; Lévy measure; independently scattered random measure; improper stochastic integral
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
60H05: Stochastic integrals
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