Characterizations of subclasses of type G distributions on R^d by stochastic integral representa\-tions

DOI10.3150/07-BEJ5136MaRDI QIDQ880478zbMATH OpenFDO

Authors Takahiro Aoyama, M. Maejima

Publication date 15 May 2007

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/07-BEJ5136

zbMATH Keywords

infinitely divisible distributionLévy processstochastic integral representationtype \(G\) distribution

Mathematics Subject Classification ID

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

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Cited in

(16)

• Type \(G\) distributions on \({\mathbb R}^d\)
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• The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions
• Classes of infinitely divisible distributions and examples
• scientific article; zbMATH DE number 4201251 (Why is no real title available?)
• Nested subclasses of some subclass of the class of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
• A Note on a Composition of Two Random Integral Mappings ^βand Some Examples
• The random integral representation conjecture: a quarter of a century later
• Random matrix models of stochastic integral type for free infinitely divisible distributions
• Stochastic integral and covariation representations for rectangular Lévy process ensembles
• Stochastic complex integrals associated with homogeneous independently scattered random measures on the line
• scientific article; zbMATH DE number 5205670 (Why is no real title available?)
• The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
• Stochastic integral and series representations for strictly stable distributions

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