The Lévy-Itô decomposition of sample paths of Lévy processes with values in the space of probability measures

DOI10.2969/jmsj/06110263zbMath1157.60045OpenAlexW2012854726MaRDI QIDQ1006188

Kouji Yamamuro

Publication date: 20 March 2009

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/06110263

zbMATH Keywords

Lévy processLévy-Itô decomposition

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

Cites Work

• Infinitely divisible random probability distributions with an application to a random motion in a random environment
• Continuity Properties of Sample Functions of Markov Processes
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