A Note on a Composition of Two Random Integral Mappings βand Some Examples

DOI10.1080/07362990903259884zbMath1189.60049arXiv0811.3750OpenAlexW2061905697MaRDI QIDQ3651649

Zbigniew J. Jurek, Agnieszka Czyzewska-Jankowska

Publication date: 11 December 2009

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

Full work available at URL: https://arxiv.org/abs/0811.3750

zbMATH Keywords

infinitely divisible distributionsLévy processLévy-Khintchine formularandom integral representation\(s\)-selfdecomposable lawsClass \(\mathcal U_\beta\) distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Convergence of probability measures (60B10) Probability theory on linear topological spaces (60B11)

Related Items (2)

A random integral calculus on generalized \(s\)-selfdecomposable probability measures ⋮ Fractional Integrals and Extensions of Selfdecomposability

Cites Work

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• Characterizations of subclasses of type \(G\) distributions on \(\mathbb R^d\) by stochastic integral representa\-tions
• Relations between the \(\epsilon\)-selfdecomposable and selfdecomposable measures
• Random integral representations for classes of limit distributions similar to Lévy class \(L_ 0\)
• An integral representation for selfdecomposable banach space valued random variables

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