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Volumn 47, Issue 4, 2007, Pages 406-411

Extended Thorin classes and stochastic integrals

Author keywords

Extended Thorin class; Infinitely divisible distribution; L vy process; Polar characteristics; Stochastic integral representation; Thorin characteristics

Indexed keywords


EID: 37649017211     PISSN: 03631672     EISSN: 15738825     Source Type: Journal    
DOI: 10.1007/s10986-007-0028-4     Document Type: Article
Times cited : (10)

References (12)
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    • Some classes of infinitely divisible distributions admitting stochastic integral representations
    • 1
    • O. E. Barndorff-Nielsen, M. Maejima, and K. Sato, Some classes of infinitely divisible distributions admitting stochastic integral representations, Bernoulli, 12(1), 1-33 (2006).
    • (2006) Bernoulli , vol.12 , pp. 1-33
    • Barndorff-Nielsen, O.E.1    Maejima, M.2    Sato, K.3
  • 3
    • 0039133076 scopus 로고
    • Classes of infinitely divisible distributions and densities
    • L. Bondesson, Classes of infinitely divisible distributions and densities, Z. Wahrsch. verw. Geb., 57, 39-71 (1981); Correction and Addendum, 59, 277-277 (1982).
    • (1981) Z. Wahrsch. Verw. Geb. , vol.57 , pp. 39-71
    • Bondesson, L.1
  • 5
    • 37649006144 scopus 로고
    • Séminaire de Probabilités, Publications des Séminares de Mathématiques, Université de Rennes I
    • d et équations différentielles stochastiques linéaires, in: Séminaire de Probabilités, Publications des Séminares de Mathématiques, Université de Rennes I (1982), pp. 1-42.
    • (1982) D et Équations Différentielles Stochastiques Linéaires , pp. 1-42
    • Gravereaux, J.B.1
  • 7
    • 37649010295 scopus 로고
    • An integral representation for self-decomposable Banach space valued random variables
    • Z. J. Jurek and W. Verwaart, An integral representation for self-decomposable Banach space valued random variables, Z. Wahrsch. verw. Geb., 47, 13-17 (1983).
    • (1983) Z. Wahrsch. Verw. Geb. , vol.47 , pp. 13-17
    • Jurek, Z.J.1    Verwaart, W.2
  • 8
    • 33846151035 scopus 로고    scopus 로고
    • Additive processes and stochastic integrals
    • 4
    • K. Sato, Additive processes and stochastic integrals, Illinois J. Math., 50(4), 825-859 (2006).
    • (2006) Illinois J. Math. , vol.50 , pp. 825-859
    • Sato, K.1
  • 9
    • 33846182805 scopus 로고    scopus 로고
    • Two families of improper stochastic integrals with respect to Lévy processes
    • K. Sato, Two families of improper stochastic integrals with respect to Lévy processes, Alea, Latin Amer. J. Probab. Math. Stat., 1, 47-87 (2006).
    • (2006) Alea, Latin Amer. J. Probab. Math. Stat. , vol.1 , pp. 47-87
    • Sato, K.1
  • 10
    • 0000867331 scopus 로고
    • Stationary processes of Ornstein-Uhlenbeck type
    • Springer Berlin
    • K. Sato and M. Yamazato, Stationary processes of Ornstein-Uhlenbeck type, in: Lecture Notes in Math., 1021, Springer, Berlin (1983), pp. 541-551.
    • (1983) Lecture Notes in Math. , pp. 541-551
    • Sato, K.1    Yamazato, M.2
  • 11
    • 84948623259 scopus 로고
    • An extension of the notion of a generalized Γ-convolutions
    • O. Thorin, An extension of the notion of a generalized Γ-convolutions, Scand. Actuar. J., 1978, 141-149 (1978).
    • (1978) Scand. Actuar. J. , vol.1978 , pp. 141-149
    • Thorin, O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.