Weak drifts of infinitely divisible distributions and their applications
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Publication:376248
DOI10.1007/S10959-012-0419-2zbMath1283.60023arXiv1204.1866OpenAlexW2052320773MaRDI QIDQ376248
Publication date: 4 November 2013
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.1866
infinitely divisible distributionweak law of large numbersLévy Khinchin formulaShtatland's theoremstochastic integral mappingweak driftweak mean
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)
Related Items (5)
Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ Stochastic integral and series representations for strictly stable distributions ⋮ A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times ⋮ The dichotomy of recurrence and transience of semi-Lévy processes ⋮ Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes
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- Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
- Fractional Integrals and Extensions of Selfdecomposability
- Transformations of infinitely divisible distributions via improper stochastic integrals
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