Representation of the characteristic function of a stochastic integral

DOI10.2307/3213034zbMath0428.60025OpenAlexW2317912491MaRDI QIDQ3865205

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Publication date: 1980

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213034

zbMATH Keywords

infinitely divisible distributionLevy canonical representationcontinuous homogeneous stochastic process with independent increments

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov processes (60J99)

Related Items (1)

Variational sums and generalized linear processes

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