Spectral representation of multiply self-decomposable stochastic processes and applications

MaRDI QIDQ3504650zbMATH OpenFDO

Authors Nguyen Van Thu, To Anh Dung, Duong Ton Dam, Nguyen Huu Thai

Publication date 11 June 2008

zbMATH Keywords

Levy measureLevy processesLevy-Chinchin formulamultiply self-decomposable probability measureself-decomposable probability measure

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Processes with independent increments; Lévy processes (60G51) Random measures (60G57)

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