On Continuity Properties of Infinitely Divisible Distribution Functions

DOI10.1214/AOMS/1177698325zbMATH Open0172.22101OpenAlexW1963939242MaRDI QIDQ5560091FDOQ5560091

Authors: Steven Orey 

Publication date: 1968

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698325

zbMATH Keywords

probability theory

Cited In (17)

• High-frequency Donsker theorems for Lévy measures
• On the exit time from open sets of some semi-Markov processes
• Title not available (Why is that?)
• Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
• Nonnormal small jump approximation of infinitely divisible distributions
• On the law of the supremum of Lévy processes
• Relaxation patterns and semi-Markov dynamics
• Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
• Asymptotic behaviour of first passage time distributions for Lévy processes
• A note on the existence of transition probability densities of Lévy processes
• On infinitely divisible distributions with polynomially decaying characteristic functions
• Nonparametric estimation for irregularly sampled Lévy processes
• A note on the gaps in the support of discretely infinitely divisible laws
• Existence of densities for multi-type continuous-state branching processes with immigration
• Enlargement of filtrations with random times for processes with jumps
• When is the convex hull of a Lévy path smooth?
• Adaptive nonparametric estimation for Lévy processes observed at low frequency

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