Semigroups of Upsilon transformations

DOI10.1016/J.SPA.2008.01.003MaRDI QIDQ2518619zbMATH OpenOpenAlexFDO

Authors M. Maejima, Ole E. Barndorff-Nielsen

Publication date 16 January 2009

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2008.01.003

zbMATH Keywords

infinite divisibilityrandom integral representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic processes (60G99)

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Cites work

• A CONNECTION BETWEEN FREE AND CLASSICAL INFINITE DIVISIBILITY
• Additive processes and stochastic integrals
• An integral representation for selfdecomposable banach space valued random variables
• Classical and free infinite divisibility and Lévy processes
• General -transformations
• scientific article; zbMATH DE number 26234 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• scientific article; zbMATH DE number 5205670 (Why is no real title available?)
• Lévy Copulas: Dynamics and Transforms of Upsilon Type
• Lévy laws in free probability
• Lévy processes in free probability
• Matrix Subordinators and Related Upsilon Transformations
• Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
• Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
• Regularizing mappings of Lévy measures
• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Self-decomposability and Lévy processes in free probability
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• The Lévy-Itô decomposition in free probability
• Transformations of infinitely divisible distributions via improper stochastic integrals
• Two families of improper stochastic integrals with respect to Lévy processes

Cited in

(2)

• Matrix Subordinators and Related Upsilon Transformations
• A class of multivariate infinitely divisible distributions related to arcsine density

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