Classes of infinitely divisible distributions on \(\mathbb R^d\) related to the class of selfdecomposable distributions

DOI10.3836/tjm/1296483482zbMath1213.60037arXiv0909.1409OpenAlexW2014380208MaRDI QIDQ632494

Makoto Maejima, Muneya Matsui, Mayo Suzuki

Publication date: 25 March 2011

Published in: Tokyo Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0909.1409

zbMATH Keywords

infinitely divisible distributionsselfdecomposable distributionsLévy measuresJurek class

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

Related Items

Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings, \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes, A note on a bivariate gamma distribution, Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions, A class of multivariate infinitely divisible distributions related to arcsine density, Fixed points of mappings of infinitely divisible distributions on, Classes of Infinitely Divisible Distributions and Examples, Fractional Integrals and Extensions of Selfdecomposability

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