-
1
-
-
33846131775
-
Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
-
MR 2202318
-
O. E. Barndorff-Nielsen, M. Maejima, and K. Sato, Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations, Bernoulli 12 (2006), 1-33. MR 2202318
-
(2006)
Bernoulli
, vol.12
, pp. 1-33
-
-
Barndorff-Nielsen, O.E.1
Maejima, M.2
Sato, K.3
-
2
-
-
0003405647
-
-
Interscience, New York, MR 0117523 22 #8302
-
N. Dunford and J. T. Schwartz, Linear Operators, Part 1, General Theory, Interscience, New York, 1958. MR 0117523 (22 #8302)
-
(1958)
Linear Operators, Part 1, General Theory
-
-
Dunford, N.1
Schwartz, J.T.2
-
3
-
-
84856273300
-
-
K. B. Erickson and R. A. Maller, Generalised Ornstein- Uhlenbeck processes and the convergence of Lévy integrals, Séminaire de Probabilités XXXVIII, Lecture Notes in Math., 1857, Springer, Berlin, 2005, pp. 70-94. MR 2126967 (2006b:60099)
-
K. B. Erickson and R. A. Maller, Generalised Ornstein- Uhlenbeck processes and the convergence of Lévy integrals, Séminaire de Probabilités XXXVIII, Lecture Notes in Math., vol. 1857, Springer, Berlin, 2005, pp. 70-94. MR 2126967 (2006b:60099)
-
-
-
-
4
-
-
0003757289
-
-
Springer-Verlag, Berlin, MR 959133 89k:60044
-
J. Jacod and A. N. Shiryaev, Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften, vol. 288, Springer-Verlag, Berlin, 1987. MR 959133 (89k:60044)
-
(1987)
Limit theorems for stochastic processes, Grundlehren der Mathematischen Wissenschaften
, vol.288
-
-
Jacod, J.1
Shiryaev, A.N.2
-
5
-
-
0040176547
-
m(Q) of probability measures on Banach spaces
-
MR 717125 86a:60006
-
m(Q) of probability measures on Banach spaces, Bull. Polish Acad. Sci. Math. 31 (1983), 51-62. MR 717125 (86a:60006)
-
(1983)
Bull. Polish Acad. Sci. Math
, vol.31
, pp. 51-62
-
-
Jurek, Z.J.1
-
6
-
-
0038095772
-
Relations between the s-self-decomposable and self-decomposable measures
-
MR 781426 87a:60016
-
_, Relations between the s-self-decomposable and self-decomposable measures, Ann. Probab. 13 (1985), 592-608. MR 781426 (87a:60016)
-
(1985)
Ann. Probab
, vol.13
, pp. 592-608
-
-
Jurek, Z.J.1
-
7
-
-
0003760561
-
-
Birkhäuser Boston Inc, Boston, MA, MR 1167198 94k:60074
-
S. Kwapień and W. A. Woyczyński, Random series and stochastic integrals: single and multiple, Probability and its Applications, Birkhäuser Boston Inc., Boston, MA, 1992. MR 1167198 (94k:60074)
-
(1992)
Random series and stochastic integrals: Single and multiple, Probability and its Applications
-
-
Kwapień, S.1
Woyczyński, W.A.2
-
9
-
-
0003981320
-
-
Springer-Verlag, New York, MR 0651017 58 #31324a
-
M. Loève, Probability theory. I, Springer-Verlag, New York, 1977. MR 0651017 (58 #31324a)
-
(1977)
Probability theory
, vol.1
-
-
Loève, M.1
-
10
-
-
1942443727
-
-
M. Maejima and K. Sato, Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes, J. Math. Kyoto Univ. 43 (2003), 609-639. MR 2028670 (2004k:60145)
-
M. Maejima and K. Sato, Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes, J. Math. Kyoto Univ. 43 (2003), 609-639. MR 2028670 (2004k:60145)
-
-
-
-
11
-
-
0001294305
-
Spectral representations of infinitely divisible processes
-
MR 1001524 91i:60149
-
B. S. Rajput and J. Rosiński, Spectral representations of infinitely divisible processes, Probab. Theory Related Fields 82 (1989), 451-487. MR 1001524 (91i:60149)
-
(1989)
Probab. Theory Related Fields
, vol.82
, pp. 451-487
-
-
Rajput, B.S.1
Rosiński, J.2
-
12
-
-
33846142005
-
-
A. Rocha-Arteaga and K. Sato, Topics in infinitely divisible distributions and Lévy processes, Aportaciones Matemáticas: Investigación, 17, Sociedad Matemática Mexicana, México, 2003. MR 2042245 (2005e:60005)
-
A. Rocha-Arteaga and K. Sato, Topics in infinitely divisible distributions and Lévy processes, Aportaciones Matemáticas: Investigación, vol. 17, Sociedad Matemática Mexicana, México, 2003. MR 2042245 (2005e:60005)
-
-
-
-
13
-
-
33846163315
-
Bilinear random integrals
-
MR 888463 88h:60107
-
J. Rosiński, Bilinear random integrals, Dissertationes Math. 259 (1987). MR 888463 (88h:60107)
-
(1987)
Dissertationes Math
, vol.259
-
-
Rosiński, J.1
-
14
-
-
33744818534
-
-
B. Roynette and M. Yor, Couples de Wald indéfiniment divisibles. Exemples liés àla fonction gamma d'Euler et à la fonction zêta de Riemann, Ann. Inst. Fourier (Grenoble) 55 (2005), 1219-1283. MR 2157168 (2006e:60020)
-
B. Roynette and M. Yor, Couples de Wald indéfiniment divisibles. Exemples liés àla fonction gamma d'Euler et à la fonction zêta de Riemann, Ann. Inst. Fourier (Grenoble) 55 (2005), 1219-1283. MR 2157168 (2006e:60020)
-
-
-
-
15
-
-
0001027466
-
Self-similar processes with independent increments
-
MR 1113220 93c:60056
-
K. Sato, Self-similar processes with independent increments, Probab. Theory Related Fields 89 (1991), 285-300. MR 1113220 (93c:60056)
-
(1991)
Probab. Theory Related Fields
, vol.89
, pp. 285-300
-
-
Sato, K.1
-
17
-
-
2442442078
-
-
_, Stochastic integrals in additive processes and application to semi-Lévy processes, Osaka J. Math. 41 (2004), 211-236. MR 2040073 (2005a:60084)
-
_, Stochastic integrals in additive processes and application to semi-Lévy processes, Osaka J. Math. 41 (2004), 211-236. MR 2040073 (2005a:60084)
-
-
-
-
19
-
-
33845320080
-
Monotonicity and non-monotonicity of domains of stochastic integral operators
-
to appear
-
_, Monotonicity and non-monotonicity of domains of stochastic integral operators, Probab. Math. Statist., to appear.
-
Probab. Math. Statist
-
-
Sato, K.1
-
20
-
-
23944450839
-
-
K. Sato and T. Watanabe, Last exit times for transient semistable processes, Ann. Inst. H. Poincaré Probab. Statist. 41 (2005), 929-951. MR 2165258 (2006h:60081)
-
K. Sato and T. Watanabe, Last exit times for transient semistable processes, Ann. Inst. H. Poincaré Probab. Statist. 41 (2005), 929-951. MR 2165258 (2006h:60081)
-
-
-
|