Lévy Measures of Infinitely Divisible Positive Processes: Examples and Distributional Identities
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MAP5, CNRS - Université de Paris, Paris, France
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Publication type: Book Chapter
Publication date: 2023-06-06
SJR: —
CiteScore: 1.6
Impact factor: —
ISSN: 10506977, 22970428
Abstract
The law of a positive infinitely divisible process with no drift is characterized by its Lévy measure on the path space. Based on the recent results of the two authors, it is shown that even for simple examples of such process, the knowledge of their Lévy measures allows to obtain remarkable distributional identities.
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Eisenbaum N., Rosiński J. Lévy Measures of Infinitely Divisible Positive Processes: Examples and Distributional Identities // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 297-324.
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Eisenbaum N., Rosiński J. Lévy Measures of Infinitely Divisible Positive Processes: Examples and Distributional Identities // Seminar on Stochastic Analysis, Random Fields and Applications VI. 2023. pp. 297-324.
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TY - GENERIC
DO - 10.1007/978-3-031-26979-0_12
UR - https://doi.org/10.1007/978-3-031-26979-0_12
TI - Lévy Measures of Infinitely Divisible Positive Processes: Examples and Distributional Identities
T2 - Seminar on Stochastic Analysis, Random Fields and Applications VI
AU - Eisenbaum, Nathalie
AU - Rosiński, Jan
PY - 2023
DA - 2023/06/06
PB - Springer Nature
SP - 297-324
SN - 1050-6977
SN - 2297-0428
ER -
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@incollection{2023_Eisenbaum,
author = {Nathalie Eisenbaum and Jan Rosiński},
title = {Lévy Measures of Infinitely Divisible Positive Processes: Examples and Distributional Identities},
publisher = {Springer Nature},
year = {2023},
pages = {297--324},
month = {jun}
}