On Lévy Semistationary Processes with a Gamma Kernel

DOI10.1007/978-3-319-13984-5_11zbMath1498.60174OpenAlexW2346457194MaRDI QIDQ5038270

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Publication date: 30 September 2022

Published in: XI Symposium on Probability and Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13984-5_11

zbMATH Keywords

stationary processescancellation propertymultiplicative convolutionsLévy semistationary processesself-decomposable distributionstype G distributions

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51)

Related Items (5)

On the divergence and vorticity of vector ambit fields ⋮ Hybrid scheme for Brownian semistationary processes ⋮ Pathwise Decompositions of Brownian Semistationary Processes ⋮ Selfdecomposable fields ⋮ On the class of distributions of subordinated Lévy processes and bases

Cites Work

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