Infinitely Divisible Distributions and Bessel Functions Associated with Random Walks

DOI10.1137/0114071MaRDI QIDQ5543873zbMATH OpenOpenAlexFDO

Authors William Feller

Publication date 1966

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0114071

zbMATH Keywords

probability theory

Cited in

(5)

• Option valuation with infinitely divisible distributions
• On two extensions of the canonical Feller-Spitzer distribution
• Some recent results in infinite divisibility
• Generalized gamma convolutions and complete monotonicity
• Skip-free Markov chains

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