Transformations of infinitely divisible distributions via improper stochastic integrals

zbMath1134.60013arXiv0707.0538MaRDI QIDQ5422648

Ken-iti Sato

Publication date: 29 October 2007

Full work available at URL: https://arxiv.org/abs/0707.0538

zbMATH Keywords

infinitely divisible distributionLévy measureindependently scattered random measureimproper stochastic integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

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