Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
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Publication:638195
DOI10.1214/ECP.v15-1557zbMath1227.60020MaRDI QIDQ638195
Publication date: 9 September 2011
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle8d5c.html
stochastic integral mapping; composition of mappings; infinitely divisible distribution on \(\mathbb R^d\); limit of nested subclasses
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
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