Infinite divisibility for stochastic processes and time change
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Publication:867076
DOI10.1007/S10959-006-0020-7zbMATH Open1111.60028OpenAlexW2045819438MaRDI QIDQ867076FDOQ867076
Authors: M. Maejima, Ken-Iti Sato, Ole E. Barndorff-Nielsen 
Publication date: 14 February 2007
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-006-0020-7
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Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18)
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Cited In (16)
- Invariance properties of the negative binomial Levy process and stochastic self-similarity
- How rich is the class of processes which are infinitely divisible with respect to time?
- Selfdecomposability of moving average fractional Lévy processes
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes
- On the infinitesimal dispersion of multivariate Markov counting systems
- On Lévy semistationary processes with a gamma kernel
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
- On the class of distributions of subordinated Lévy processes and bases
- Some recent developments in ambit stochastics
- IDT processes and associated Lévy processes with explicit constructions
- A characterization of temporal homogeneity for additive processes
- Infinitely divisible OS-positive processes
- Two-parameter Lévy processes along decreasing paths
- BSDEs driven by time-changed Lévy noises and optimal control
- Stationary infinitely divisible processes
- Selfdecomposable fields
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