On geometric-stable laws, a related property of stable processes, and stable densities of exponent one

DOI10.1023/A:1003115013644zbMath0906.60015OpenAlexW2954910324MaRDI QIDQ1370548

J. Ning

Publication date: 14 February 1999

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1003115013644

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

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Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups ⋮ Shot Noise Distributions and Selfdecomposability ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordina\-tor ⋮ Noncausal affine processes with applications to derivative pricing ⋮ A note on self-decomposability of stable process subordinated to self-decomposable subordinator ⋮ Computer simulation of geometric stable distributions

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