On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals

DOI10.1016/J.JMAA.2019.123836zbMath1431.60019arXiv1805.01641OpenAlexW2999656990WikidataQ126404066 ScholiaQ126404066MaRDI QIDQ2304319

David Berger

Publication date: 9 March 2020

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.01641

zbMATH Keywords

infinitely divisible distributionsdensitiesstochastic integralsintegral modulus of continuity

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05)

Related Items (1)

Continuity properties and the support of killed exponential functionals

Cites Work

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• On infinitely divisible distributions with polynomially decaying characteristic functions
• On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• Growth properties of Fourier transforms via moduli of continuity
• Spectral representations of infinitely divisible processes
• Some nonasymptotic bounds for \(L_ 1\) density estimation using kernels
• A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\)
• On the absolute continuity of Lévy processes with drift
• Classical Fourier Analysis
• On the Strong Mixing Property for Linear Sequences

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