Thorin classes of Lévy processes and their transforms

DOI10.1007/S10986-008-9013-9zbMath1213.60036OpenAlexW2040290989MaRDI QIDQ616540

Bronius Grigelionis

Publication date: 10 January 2011

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10986-008-9013-9

zbMATH Keywords

Gaussian processsubordinatorLévy processLévy measureself-decomposabilityPoisson transformBessel transformThorin classfinite divisibilityKarlin transform

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10)

Related Items (5)

Multivariate tempered stable additive subordination for financial models ⋮ Extending the Thorin class ⋮ On the Hougaard subordinated Gaussian Lévy processes ⋮ Positive Harris recurrence and exponential ergodicity of the basic affine jump-diffusion ⋮ Exponential Ergodicity of the Jump-Diffusion CIR Process

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