Tempered Infinitely Divisible Distributions and Processes
Tempered Infinitely Divisible Distributions and Processes
In this paper, we construct the new class of tempered infinitely divisible (TID) distributions. Taking into account the tempered stable distribution class, as introduced in the seminal work of Rosiński [Stochastic Process. Appl., 117 (2007), pp. 677–707], a modification of the tempering function allows one to obtain suitable properties. In …