Stochastic integral representations and classification of sum- and max-infinitely divisible processes

DOI10.3150/14-BEJ624zbMath1339.60065arXiv1207.4983MaRDI QIDQ5963496

Stilian A. Stoev, Zakhar Kabluchko

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.4983

zbMATH Keywords

minimalityPoisson processstochastic integralsspectral representationsinfinitely divisible processesmax-infinitely divisible processesmeasure-preserving flow

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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