Add to ORKGThe concept of selfdecomposability has been generalized to that of [alpha]-selfdecomposability, , by many authors. We first mention the existing results on the class of [alpha]-selfdecomposable distributions and investigate the remaining problems. We give complete characterizations by stochastic integrals with respect to Lévy processes for the case 1Infinitely divisible distribution Lévy process Selfdecomposable distribution Stochastic integral representation Langevin type equation Ornstein-Uhlenbeck type process
This paper is a continuation of cite{KP06}, where we discussed the origins and inter-relations of ma...
(Running head: Type G selfdecomposable distributions on R d) Abstract. A new class of type G selfdec...
This thesis is composed of five chapters, regarding several models for dependence in stochastic proc...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
AbstractProcesses of Ornstein-Uhlenbeck type on Rd are analogues of the Ornstein-Uhlenbeck process o...
Abstract. A new class of type G selfdecomposable distributions on Rd is in-troduced and characterize...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochast...
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
Wolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 89(3) (19...
Dedicated to the memory of K.Urbanik We review infinite divisibility and Lévy processes in Banach s...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
General results concerning infinite divisibility, selfdecomposability, and the class Lm property as ...
Abstract. It is known that in many cases distributions of exponential integrals of Lévy processes a...
This paper is a continuation of cite{KP06}, where we discussed the origins and inter-relations of ma...
(Running head: Type G selfdecomposable distributions on R d) Abstract. A new class of type G selfdec...
This thesis is composed of five chapters, regarding several models for dependence in stochastic proc...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
AbstractProcesses of Ornstein-Uhlenbeck type on Rd are analogues of the Ornstein-Uhlenbeck process o...
Abstract. A new class of type G selfdecomposable distributions on Rd is in-troduced and characterize...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochast...
We summarize the relations among three classes of laws: infinitely divisible, self-decomposable and ...
Wolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 89(3) (19...
Dedicated to the memory of K.Urbanik We review infinite divisibility and Lévy processes in Banach s...
Relationships between marginal and joint distributions of selfsimilar processes with independent inc...
General results concerning infinite divisibility, selfdecomposability, and the class Lm property as ...
Abstract. It is known that in many cases distributions of exponential integrals of Lévy processes a...
This paper is a continuation of cite{KP06}, where we discussed the origins and inter-relations of ma...
(Running head: Type G selfdecomposable distributions on R d) Abstract. A new class of type G selfdec...
This thesis is composed of five chapters, regarding several models for dependence in stochastic proc...