Factorization property of generalized \(s\)-selfdecomposable measures and class \(L^f\) distributions (Q2882303)
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scientific article; zbMATH DE number 6030174
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factorization property of generalized \(s\)-selfdecomposable measures and class \(L^f\) distributions |
scientific article; zbMATH DE number 6030174 |
Statements
4 May 2012
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generalized \(s\)-selfdecomposable distributions
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selfdecomposable distributions
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factorization property
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infinite divisibility
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Lévy-Khintchine formula
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Lévy process
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Brownian motion
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random integral
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0.9017189
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0.8814474
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0.87605685
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0.87033975
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0.86736274
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Factorization property of generalized \(s\)-selfdecomposable measures and class \(L^f\) distributions (English)
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Continuing the line of research initiated in [\textit{A. M. Iksanov, Z. J. Jurek} and \textit{B. M. Schreiber}, Ann. Probab. 32, 1356--1369 (2004; Zbl 1046.60002)] the authors investigate generalized \(s\)-selfdecomposable distributions and selfdecomposable distributions, both admitting the factorization property. In particular, it is proved that distributions from these classes are those of stochastic integrals with deterministic integrands and integrators being time-changed Lévy processes.
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