Invariant measures under random integral mappings and marginal distributions of fractional Lévy processes
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Publication:1933721
DOI10.1016/J.SPL.2012.09.004zbMATH Open1271.60028arXiv1206.3047OpenAlexW2060378482MaRDI QIDQ1933721
Author name not available (Why is that?)
Publication date: 25 January 2013
Published in: (Search for Journal in Brave)
Abstract: It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings defined in below. The converse implication is specified for the semigroups of generalized s-selfdecomposable and selfdecomposable distributions. Some application are given to the moving average fractional L'evy process (MAFLP).
Full work available at URL: https://arxiv.org/abs/1206.3047
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