Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance

Author:

Neuenschwander Daniel

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference13 articles.

1. Barczy, M., Pap, G.: Gaussian measures on the affine group: uniqueness of embedding and supports. Publ. Math. (Debrecen) 63(1–2), 221–234 (2003)

2. Gnedenko, B.V., Kolmogorov, A.N.: Limit distributions for sums of independent random variables. Addison-Wesley, Cambridge (Mass.) (1954)

3. Hazod, W., Scheffler, H.P.: The domains of partial attraction of probabilities on groups and on vector spaces. J. Theor. Probab. 6(1), 175–186 (1993)

4. Hazod, W., Siebert, E.: Stable probability measures on Euclidean spaces and on locally compact groups. Structural properties and limit theorems. Kluwer Academic Publishers, Dordrecht (2001)

5. Heyer, H.: Probability measures on locally compact groups. Springer, Berlin (1977)

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