Stochastic integral and series representations for strictly stable distributions

DOI10.1007/s10959-013-0518-8zbMath1328.60044arXiv1304.1580OpenAlexW2019028769MaRDI QIDQ895900

Makoto Maejima, Jan Rosiński, Yohei Ueda

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.1580

zbMATH Keywords

series representationstochastic integral representationstrictly stable distribution

Mathematics Subject Classification ID

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

Related Items

Classes of Infinitely Divisible Distributions and Examples

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