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

DOI10.3150/07-BEJ5136zbMath1116.60021MaRDI QIDQ880478

Makoto Maejima, Takahiro Aoyama

Publication date: 15 May 2007

Published in: Bernoulli (Search for Journal in Brave)

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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