On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals-Reference-Cited by-同舟云学术

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On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals

Published:2020-06 Issue:1 Volume:486 Page:123836
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Berger David

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference13 articles.

1. Functions of Bounded Variation and Free Discontinuity;Ambrosio,2000

2. A subclass of type G selfdecomposable distributions on Rd;Aoyama;J. Theoret. Probab.,2008

3. Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations;Barndorff-Nielsen;Bernoulli,2006

4. Growth properties of Fourier transforms via moduli of continuity;Bray;J. Funct. Anal.,2008

5. Some nonasymptotic bounds for L1 density estimation using kernels;Datta;Ann. Statist.,1992

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1. Continuity properties and the support of killed exponential functionals;Stochastic Processes and their Applications;2021-10

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