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Generalized L/'evy Stochastic Areas and Selfdecomposability
Bessel functions I and J L´ evy’s stochas-tic areas selfdecomposability property
2010/12/8
We show that a conditional characteristic function of gener-alized L´evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., L´evy class L distribution) and ...