Semi-stable processes and their extensions

MaRDI QIDQ2752167zbMATH OpenFDO

Authors Ken-Iti Sato

Publication date 21 October 2001

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Self-similar stochastic processes (60G18) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Characterization and structure theory of statistical distributions (62E10)

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(10)

• Behavior of modes of a class of processes with independent increments
• On Lévy-Fréchet processes and related self-similar and semi-self-similar ones
• The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes
• Asymptotic behavior of semistable Lévy exponents and applications to fractal path properties
• scientific article; zbMATH DE number 1639853 (Why is no real title available?)
• Asymptotic estimates of multi-dimensional stable densities and their applications
• Tail behaviors of semi-stable distributions
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• When is the convex hull of a Lévy path smooth?
• Semi-stable processes on local fields

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