Infinite divisibility for stochastic processes and time change

DOI10.1007/s10959-006-0020-7zbMath1111.60028OpenAlexW2045819438MaRDI QIDQ867076

Makoto Maejima, Ken-iti Sato, Ole Eiler Barndorff-Nielsen

Publication date: 14 February 2007

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-006-0020-7

zbMATH Keywords

time changeself-decomposabilitychronometerclass \(L_m\)-propertytemporal self-decomposability

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18)

Related Items (13)

On Lévy Semistationary Processes with a Gamma Kernel ⋮ Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes ⋮ Two-parameter Lévy processes along decreasing paths ⋮ On the infinitesimal dispersion of multivariate Markov counting systems ⋮ BSDEs driven by time-changed Lévy noises and optimal control ⋮ Stationary infinitely divisible processes ⋮ Selfdecomposability of moving average fractional Lévy processes ⋮ IDT processes and associated Lévy processes with explicit constructions ⋮ Selfdecomposable fields ⋮ How rich is the class of processes which are infinitely divisible with respect to time? ⋮ On the class of distributions of subordinated Lévy processes and bases ⋮ Some Recent Developments in Ambit Stochastics ⋮ On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions

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