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Generalized L/'evy Stochastic Areas and Selfdecomposability
Bessel functions I and J L´ evy’s stochas-tic areas selfdecomposability property
2010/12/8
We show that a conditional characteristic function of gener-alized L´evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L´evy class L distribution) and ...
Selfdecomposability perpetuity laws and stopping times
Selfdecomposability perpetuity laws stopping times
2009/9/22
The decomposability property of Levy class L of
probability distributions, on a Banach space, is extended to a family of
stopping times associated with background driving Uvy processes
(BDLP). As c...
A CALCULUS ON LÉVY EXPONENTS AND SELFDECOMPOSABILITY ON BANACH SPACES
Banach space selfdecomposable class L multiply selfdecomposable s-selfdecomposable
2009/9/18
In infinite-dimensional Banach spaces there is no complete
characterization of the Lévy exponents of infinitely divisible probability
measures. Here we propose a calculus on Lévy exponents that is d...
