Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions

zbMath1276.60016arXiv1012.0093MaRDI QIDQ2863688

Publication date: 3 December 2013

Full work available at URL: https://arxiv.org/abs/1012.0093

infinitely divisible distribution Lévy process stochastic integral mapping selfdecomposable distribution completely selfdecomposable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

Related Items (7)

Stochastic complex integrals in a two-dimensional flow ⋮ Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ Weak drifts of infinitely divisible distributions and their applications ⋮ Stochastic integral and series representations for strictly stable distributions ⋮ Classes of Infinitely Divisible Distributions and Examples ⋮ Stochastic complex integrals associated with homogeneous independently scattered random measures on the line ⋮ Random representation of Blasius’ formula through stochastic complex integrals

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