Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
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Publication:850723
zbMath1102.60013MaRDI QIDQ850723
Ken-iti Sato, Ole Eiler Barndorff-Nielsen, Maejima Maejima
Publication date: 6 November 2006
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1141136646
Lévy process; Lévy measure; infinite divisibility; self-decomposability; Thorin class; Goldie-Steutel-Bondesson class
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