Stochastic Integral and Series Representations for Strictly Stable Distributions

Author:

Maejima Makoto,Rosiński Jan,Ueda Yohei

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference26 articles.

1. Aoyama, T., Lindner, A., Maejima, M.: A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class. Electron. J. Probab. 15, 1119–1142 (2010)

2. Aoyama, T., Maejima, M.: Characterizations of subclasses of type $$G$$ G distributions on $${\mathbb{R}}^d$$ R d by stochastic integral representations. Bernoulli 13, 148–160 (2007)

3. Aoyama, T., Maejima, M., Rosiński, J.: A subclass of type $$G$$ G selfdecomposable distributions on $${\mathbb{R^d}}$$ R d . J. Theor. Probab. 21, 14–34 (2008)

4. Aoyama, T., Maejima, M., Ueda, Y.: Several forms of stochastic integral representations of gamma random variables and related topics. Probab. Math. Statist. 31, 99–118 (2011)

5. Barndorff-Nielsen, O.E., Maejima, M., Sato, K.: Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Bernoulli 12, 1–33 (2006)

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