Add to ORKGAbstract. A new class of type G selfdecomposable distributions on Rd is in-troduced and characterized in terms of stochastic integrals with respect to Lévy processes. This class is a strict subclass of the class of type G and selfdecomposable distributions, and in dimension one, it is strictly bigger than the class of variance mixtures of normal distributions by selfdecomposable distributions. The relation to several other known classes of infinitely divisible distributions is established
Abstract. It is known that in many cases distributions of exponential integrals of Lévy processes a...
Characterizations of the class of free self decomposable distributions and its subclasses b
There is a one-to-one correspondence between classical one-dimensional infi-nitely divisible distrib...
(Running head: Type G selfdecomposable distributions on R d) Abstract. A new class of type G selfdec...
This paper introduces and studies a family of new classes of infinitely divisible distributions on R...
Abstract. Nested subclasses, denoted by Mn(Rd), n = 1, 2,..., of the class M(Rd), a subclass of the ...
The concept of selfdecomposability has been generalized to that of [alpha]-selfdecomposability, , by...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
Abstract. Bondesson (1981) studied the class of generalized convolutions of mix-tures of exponential...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
Abstract. Recently K. Sato constructed an inlinitely divisible probability distribution p on Rd such...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
(Running head: Nested subclasses of infinitely divisible distributions) Abstract. It is shown that t...
Abstract. Lobve in [5] introduced the classes LC associated with number c, C E R, as the classes o...
Abstract. It is known that in many cases distributions of exponential integrals of Lévy processes a...
Characterizations of the class of free self decomposable distributions and its subclasses b
There is a one-to-one correspondence between classical one-dimensional infi-nitely divisible distrib...
(Running head: Type G selfdecomposable distributions on R d) Abstract. A new class of type G selfdec...
This paper introduces and studies a family of new classes of infinitely divisible distributions on R...
Abstract. Nested subclasses, denoted by Mn(Rd), n = 1, 2,..., of the class M(Rd), a subclass of the ...
The concept of selfdecomposability has been generalized to that of [alpha]-selfdecomposability, , by...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
Abstract. Bondesson (1981) studied the class of generalized convolutions of mix-tures of exponential...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
Abstract. Recently K. Sato constructed an inlinitely divisible probability distribution p on Rd such...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
(Running head: Nested subclasses of infinitely divisible distributions) Abstract. It is shown that t...
Abstract. Lobve in [5] introduced the classes LC associated with number c, C E R, as the classes o...
Abstract. It is known that in many cases distributions of exponential integrals of Lévy processes a...
Characterizations of the class of free self decomposable distributions and its subclasses b
There is a one-to-one correspondence between classical one-dimensional infi-nitely divisible distrib...