IDT processes and associated Lévy processes with explicit constructions

DOI10.1080/17442508.2012.748056zbMath1326.60065arXiv1203.0897OpenAlexW2222602995MaRDI QIDQ5410823

Youssef Ouknine, Antoine Hakassou

Publication date: 17 April 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.0897

zbMATH Keywords

Lévy processesGaussian processesinfinitely divisible processesLévy sheetGaussian sheetSato sheet

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)

Related Items (6)

Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws ⋮ An integral representation of dilatively stable processes with independent increments ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ The infinite extendibility problem for exchangeable real-valued random vectors ⋮ Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time ⋮ Series Representation of Time-Stable Stochastic Processes

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