scientific article; zbMATH DE number 3396854

MaRDI QIDQ5664607zbMATH OpenFDO

Authors K. Urbanik

Publication date 1972

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Cited in

(12)

• Class L of multivariate distributions and its subclasses
• Distributions of selfsimilar and semi-selfsimilar processes with independent increments
• Self-decomposability of weak variance generalised gamma convolutions
• Fractional integrals and extensions of selfdecomposability
• SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS
• Urbanik type subclasses of free-infinitely divisible transforms
• Risk neutral jump arrival rates implied in option prices and their models
• Some definite integrals arising from selfdecomposable characteristic functions
• Which Urbanik class \(L_k\), do the hyperbolic and the generalized logistic characteristic functions belong to?
• The arithmetic of laws of probability
• The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5664607)