Electronic Communications in Probability

Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses

Makoto Maejima and Yohei Ueda

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Abstract

Let $\{X_t^{(\mu)},t\ge 0\}$ be a L\'evy process on $R^d$ whose distribution at time 1 is $\mu$, and let $f$ be a nonrandom measurable function on $$ for such general $f$'s are investigated by using the idea of compositions of suitable mappings of infinitely divisible distributions.

Article information

Source
Electron. Commun. Probab., Volume 15 (2010), paper no. 21, 227-239.

Dates
Accepted: 28 May 2010
First available in Project Euclid: 6 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465243964

Digital Object Identifier
doi:10.1214/ECP.v15-1557

Mathematical Reviews number (MathSciNet)
MR2658970

Zentralblatt MATH identifier
1227.60020

Subjects
Primary: 60E07: Infinitely divisible distributions; stable distributions

Keywords
infinitely divisible distribution on ${\mathbb R}^d$ stochastic integral mapping composition of mappings limit of nested subclasses

Rights
This work is licensed under aCreative Commons Attribution 3.0 License.

Citation

Maejima, Makoto; Ueda, Yohei. Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses. Electron. Commun. Probab. 15 (2010), paper no. 21, 227--239. doi:10.1214/ECP.v15-1557. https://projecteuclid.org/euclid.ecp/1465243964


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