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Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
completely selfdecomposable distribution infinitely divisible dis-tribution
2011/1/17
For infinitely divisible distributions on Rd the stochastic integral map-ping f is defined as the distribution of improper stochastic integral R∞−0 f(s)dX() s ,where f(s) is a non-random f...
MONOTONICITY AND NON-MONOTONICITY OF DOMAINS OF STOCHASTIC INTEGRAL OPERATORS
Improper stochastic integral infinitely divisible distribution Levy process
2009/9/18
A Lkvy process on Rd with distribution p at time 1 is
denoted by X") = {xi'")]I.T the improper stochastic integral
f (s] d ~ : f io)f f with respect to Xtd is definable, its distribulion is
denote...