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2010 Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses
Makoto Maejima, Yohei Ueda
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Electron. Commun. Probab. 15: 227-239 (2010). DOI: 10.1214/ECP.v15-1557

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.

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Makoto Maejima. Yohei Ueda. "Compositions of mappings of infinitely divisible distributions with applications to finding the limits of some nested subclasses." Electron. Commun. Probab. 15 227 - 239, 2010. https://doi.org/10.1214/ECP.v15-1557

Information

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

zbMATH: 1227.60020
MathSciNet: MR2658970
Digital Object Identifier: 10.1214/ECP.v15-1557

Subjects:
Primary: 60E07

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