Factorization Property of Generalized s-Selfdecomposable Measures and Class $L^f$ Distributions

DOI10.1137/S0040585X97985169zbMath1247.60022arXiv1403.0089MaRDI QIDQ2882303

Agnieszka Czyzewska-Jankowska, Zbigniew J. Jurek

Publication date: 4 May 2012

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.0089

zbMATH Keywords

Brownian motionfactorization propertyLévy processinfinite divisibilityLévy-Khintchine formulaselfdecomposable distributionsrandom integralgeneralized \(s\)-selfdecomposable distributions

Mathematics Subject Classification ID

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

Related Items (1)

Remarks on compositions of some random integral mappings

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