Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

DOI10.1007/978-3-030-22700-5zbMath1472.60003OpenAlexW2989410099MaRDI QIDQ4967688

Ken-iti Sato, Alfonso Rocha-Arteaga

Publication date: 3 July 2019

Published in: SpringerBriefs in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-22700-5

zbMATH Keywords

infinitely divisible distributionsstable distributionsOrnstein-Uhlenbeck type processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Stochastic complex integrals in a two-dimensional flow ⋮ Stochastic analysis for vector-valued generalized grey Brownian motion ⋮ Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities ⋮ Spectral representations of characteristic functions of discrete probability laws ⋮ On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes ⋮ On multivariate quasi-infinitely divisible distributions ⋮ Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes

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