New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class

Takahiro Aoyama, Alexander Lindner, Makoto Maejima

Type: Preprint

Publication Date: 2009-01-01

Citations: 0

DOI: https://doi.org/10.48550/arxiv.0901.3874

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+ PDF Chat	Additive processes and stochastic integrals	2006	Ken‐iti Sato
+	Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations	2006	Ole E. Barndorff‐Nielsen Makoto Maejima Ken‐iti Sato
+	On a continuous analogue of the stochastic difference equation Xn=ρXn-1+Bn	1982	Stephen James Wolfe
+	Class L of multivariate distributions and its subclasses	1980	Ken‐iti Sato
+	A Subclass of Type G Selfdecomposable Distributions on ℝ d	2007	Takahiro Aoyama Makoto Maejima J. Rosiński
+	An Introduction to Probability Theory.	1986	Bert Fristedt P. A. P. Moran
+ PDF Chat	The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions	2008	Makoto Maejima Ken‐iti Sato
+ PDF Chat	Classes of infinitely divisible distributions and densities	1981	Lennart Bondesson
+	Transformations of infinitely divisible distributions via improper stochastic integrals	2007	Ken‐iti Sato
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