Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
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Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions
Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions
Abstract: This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of selfdecomposable distributions are revisited. Secondly, the range of the parameter is extended to construct new classes and characterizations in terms of stochastic integrals with respect to Levy processes are given. Finally, the nested subclasses of those classes are discussed and characterized in two ways: One is by stochastic integral representations and another is in terms of Levy measures.
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- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
- Nested subclasses of some subclass of the class of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
Cites work
- scientific article; zbMATH DE number 3860061 (Why is no real title available?)
- Additive processes and stochastic integrals
- Infinitely divisible distributions similar to class L distributions
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
- Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
- Tempering stable processes
- Two families of improper stochastic integrals with respect to Lévy processes
Cited in
(20)- A note on new classes of infinitely divisible distributions on \(\mathbb{R}^{d}\)
- Nested subclasses of the class of -selfdecomposable distributions
- A class of multivariate infinitely divisible distributions related to arcsine density
- Fractional integrals and extensions of selfdecomposability
- scientific article; zbMATH DE number 1263917 (Why is no real title available?)
- scientific article; zbMATH DE number 5205670 (Why is no real title available?)
- Classes of infinitely divisible distributions and examples
- Semi-self-decomposable distributions on \(\mathbb Z_{+}\)
- A note on a bivariate gamma distribution
- scientific article; zbMATH DE number 3197544 (Why is no real title available?)
- The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
- A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
- scientific article; zbMATH DE number 139884 (Why is no real title available?)
- Fixed points of mappings of infinitely divisible distributions on
- Three classes of decomposable distributions
- Moment properties of multivariate infinitely divisible laws and criteria for multivariate self-decomposability
- Some multivariate infinitely divisible distributions and their projections
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
- Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings
- The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
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