Stochastic integral and series representations for strictly stable distributions
From MaRDI portal
Publication:895900
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
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weak drifts of infinitely divisible distributions and their applications
- Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions
- Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
- A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions
- Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
- Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
- On series representations of infinitely divisible random vectors
- Fixed points of mappings of infinitely divisible distributions on
- Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
- Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings
- Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
- Fractional Integrals and Extensions of Selfdecomposability
- An integral representation for selfdecomposable banach space valued random variables
- Transformations of infinitely divisible distributions via improper stochastic integrals