메뉴 건너뛰기




Volumn 116, Issue 3, 2006, Pages 423-446

Regularizing mappings of Lévy measures

Author keywords

Bondesson class; Completely monotone function; Free probability; Infinite divisibility; Levy processes; Mittag Leffler function; Mittag Leffler law; Selfdecomposability; Thorin class

Indexed keywords

FUNCTION EVALUATION; INTERPOLATION; PROBABILITY;

EID: 31344433740     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2005.09.011     Document Type: Article
Times cited : (11)

References (16)
  • 4
    • 0000504532 scopus 로고    scopus 로고
    • Selfdecomposability and Lévy processes in free probability
    • O.E. Barndorff-Nielsen, and S. Thorbjørnsen Selfdecomposability and Lévy processes in free probability Bernoulli 8 2002 323 366
    • (2002) Bernoulli , vol.8 , pp. 323-366
    • Barndorff-Nielsen, O.E.1    Thorbjørnsen, S.2
  • 7
    • 33748801541 scopus 로고    scopus 로고
    • Classical and free infinite divisibility and Lévy processes
    • M. Schürmann, U. Franz (Eds.), Quantum Independent Increment Processes II Springer, Berlin, to appear
    • O.E. Barndorff-Nielsen, S. Thorbjørnsen, Classical and free infinite divisibility and Lévy processes, in: M. Schürmann, U. Franz (Eds.), Quantum Independent Increment Processes II, Lecture Notes in Mathematics, vol. 1866, Springer, Berlin, to appear.
    • Lecture Notes in Mathematics , vol.1866
    • Barndorff-Nielsen, O.E.1    Thorbjørnsen, S.2
  • 8
    • 0000017795 scopus 로고
    • An example of a generalized Brownian motion
    • M. Bożejko, and R. Speicher An example of a generalized Brownian motion Comm. Math. Phys. 137 1991 519 531
    • (1991) Comm. Math. Phys. , vol.137 , pp. 519-531
    • Bozejko, M.1    Speicher, R.2
  • 13
    • 31344444527 scopus 로고
    • Symmetric stable processes as traces of degenerate diffusion processes
    • S.A. Molchanov, and E. Ostrovskii Symmetric stable processes as traces of degenerate diffusion processes Teor. Veroyatnost. i. Primenen. 14 1969 127 130
    • (1969) Teor. Veroyatnost. I. Primenen. , vol.14 , pp. 127-130
    • Molchanov, S.A.1    Ostrovskii, E.2
  • 14
    • 21844510141 scopus 로고
    • A one-parameter family of transforms, linearizing convolution laws for probability distributions
    • A. Nica A one-parameter family of transforms, linearizing convolution laws for probability distributions Comm. Math. Phys. 168 1995 187 207
    • (1995) Comm. Math. Phys. , vol.168 , pp. 187-207
    • Nica, A.1
  • 15
    • 0003232762 scopus 로고    scopus 로고
    • Lévy processes and infinitely divisible distributions
    • K. Sato Lévy processes and infinitely divisible distributions Cambridge Stud. Adv. Math. 68 1999
    • (1999) Cambridge Stud. Adv. Math. , vol.68
    • Sato, K.1
  • 16
    • 84946278459 scopus 로고
    • On the infinite divisibility of the Pareto distribution
    • O. Thorin, On the infinite divisibility of the Pareto distribution, Scand. Actuar. J. 1977, 31-40.
    • (1977) Scand. Actuar. J. , pp. 31-40
    • Thorin, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.