Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations

zbMath1102.60013MaRDI QIDQ850723

Ken-iti Sato, Maejima Maejima, Ole Eiler Barndorff-Nielsen

Publication date: 6 November 2006

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1141136646

zbMATH Keywords

Lévy processLévy measureinfinite divisibilityself-decomposabilityThorin classGoldie-Steutel-Bondesson class

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05)

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