Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses

DOI10.1214/ECP.V15-1557zbMath1227.60020MaRDI QIDQ638195

Yohei Ueda, Makoto Maejima

Publication date: 9 September 2011

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/EJP-ECP/_ejpecp/ECP/viewarticle8d5c.html

zbMATH Keywords

stochastic integral mappingcomposition of mappingsinfinitely divisible distribution on \(\mathbb R^d\)limit of nested subclasses

Mathematics Subject Classification ID

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

Related Items (5)

Inversions of infinitely divisible distributions and conjugates of stochastic integral mappings ⋮ Stochastic integral and series representations for strictly stable distributions ⋮ Nested subclasses of the class of \(\alpha\)-selfdecomposable distributions ⋮ Fixed points of mappings of infinitely divisible distributions on ⋮ Classes of Infinitely Divisible Distributions and Examples

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