کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1153416 | 958332 | 2008 | 11 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
How rich is the class of processes which are infinitely divisible with respect to time?
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
آمار و احتمال
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چکیده انگلیسی
We give a link between stochastic processes which are infinitely divisible with respect to time (IDT) and Lévy processes. We investigate the connection between the selfsimilarity and the strict stability for IDT processes. We also consider a subordination of a Lévy process by an increasing IDT process. We introduce a notion of multiparameter IDT stochastic processes, extending the one studied by Mansuy [2005. On processes which are infinitely divisible with respect to time. arXiv:math/0504408.]. The main example of this kind of processes is the Lévy sheet.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 5, 1 April 2008, Pages 537-547
Journal: Statistics & Probability Letters - Volume 78, Issue 5, 1 April 2008, Pages 537-547
نویسندگان
Khalifa Es-sebaiy, Youssef Ouknine,