Classes of Infinitely Divisible Distributions and Examples

DOI10.1007/978-3-319-23138-9_1zbMath1336.60025OpenAlexW2341846367MaRDI QIDQ2807247

Makoto Maejima

Publication date: 19 May 2016

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-23138-9_1

zbMATH Keywords

infinitely divisible distributionLévy measurestable distributiongeneralized gamma convolutionmixture of exponential distributionsselfdecomposable distributionnested subclassesstochastic integral with respect to Lévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Stochastic integrals (60H05)

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