Generalized Lévy stochastic areas and selfdecomposability.

DOI10.1016/S0167-7152(03)00153-6zbMath1116.60310arXiv1009.3544MaRDI QIDQ1423140

Zbigniew J. Jurek

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1009.3544

zbMATH Keywords

distributions\(s\)-Selfdecomposability propertyBessel functions \(I_v\) and \(J_v\)Class \(\mathcal U\) distributionsClass \(L\) probabilityLévy's stochastic areasSelf-decomposability propertyvan Dantzig class \(\mathcal D\)

Mathematics Subject Classification ID

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

Related Items (1)

On some new moments of Gamma type

Cites Work

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• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Variations sur une formule de Paul Lévy. (Variations on a formula of Paul Levý)
• A note on gamma random variables and Dirichlet series
• A new factorization property of the selfdecomposable probability measures.
• Special Functions, Stieltjes Transforms and Infinite Divisibility
• Areas of planar Brownian curves
• On stochastic areas and averages of planar Brownian motion

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