Add to ORKGRelationships between marginal and joint distributions of selfsimilar processes with independent increments are shown in terms of the Urbanik-Sato-type nested subclasses of the class of selfdecomposable distributions. Similar results are also shown for semi-selfsimilar processes with independent increments.Selfsimilar process Semi-selfsimilar process Selfdecomposable distribution Semi-selfdecomposable distribution
Dans ce travail de thèse, nous nous intéressons à certaines propriétés d'une classe de processus sto...
Vervaat was a visitor from Katholieke Universiteit. Technical report dedicated to Professor John ...
Abstract. Recently K. Sato constructed an inlinitely divisible probability distribution p on Rd such...
In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochast...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
The concept of selfdecomposability has been generalized to that of [alpha]-selfdecomposability, , by...
Abstract. A new class of type G selfdecomposable distributions on Rd is in-troduced and characterize...
AbstractWolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 8...
Wolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 89(3) (19...
AbstractProcesses of Ornstein-Uhlenbeck type on Rd are analogues of the Ornstein-Uhlenbeck process o...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
The exponent of a semi-selfsimilar process is shown to exist under the mere assumption of stochastic...
Abstract. Nested subclasses, denoted by Mn(Rd), n = 1, 2,..., of the class M(Rd), a subclass of the ...
This article studies the class of distributions obtained by subordinating L´evy processes and L´evy ...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
Dans ce travail de thèse, nous nous intéressons à certaines propriétés d'une classe de processus sto...
Vervaat was a visitor from Katholieke Universiteit. Technical report dedicated to Professor John ...
Abstract. Recently K. Sato constructed an inlinitely divisible probability distribution p on Rd such...
In the paper by Fan\cite{F06}, he introduced the marginal selfsimilarity of non-commutative stochast...
This book deals with topics in the area of Lévy processes and infinitely divisible distributions suc...
The concept of selfdecomposability has been generalized to that of [alpha]-selfdecomposability, , by...
Abstract. A new class of type G selfdecomposable distributions on Rd is in-troduced and characterize...
AbstractWolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 8...
Wolfe (Stochastic Process. Appl. 12(3) (1982) 301) and Sato (Probab. Theory Related Fields 89(3) (19...
AbstractProcesses of Ornstein-Uhlenbeck type on Rd are analogues of the Ornstein-Uhlenbeck process o...
AbstractThe concept of selfdecomposability has been generalized to that of α-selfdecomposability, α∈...
The exponent of a semi-selfsimilar process is shown to exist under the mere assumption of stochastic...
Abstract. Nested subclasses, denoted by Mn(Rd), n = 1, 2,..., of the class M(Rd), a subclass of the ...
This article studies the class of distributions obtained by subordinating L´evy processes and L´evy ...
We prove that the convolution of a selfdecomposable distribution with its background driving law is ...
Dans ce travail de thèse, nous nous intéressons à certaines propriétés d'une classe de processus sto...
Vervaat was a visitor from Katholieke Universiteit. Technical report dedicated to Professor John ...
Abstract. Recently K. Sato constructed an inlinitely divisible probability distribution p on Rd such...