Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures

DOI10.1016/j.spa.2012.12.012zbMath1274.60150OpenAlexW2082301542MaRDI QIDQ1947603

Rüdiger Murr

Publication date: 22 April 2013

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2012.12.012

zbMATH Keywords

Lévy processesMalliavin calculusinfinite divisibilityintegration by parts formularandom measuresDuality formula

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57)

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