کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1155665 | 958755 | 2013 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures Characterization of infinite divisibility by duality formulas. Application to Lévy processes and random measures](/preview/png/1155665.png)
چکیده انگلیسی
Processes with independent increments are proven to be the unique solutions of duality formulas. This result is based on a simple characterization of infinitely divisible random vectors by a functional equation in which a difference operator appears. This operator is constructed by a variational method and compared to approaches involving chaos decompositions. We also obtain a related characterization of infinitely divisible random measures.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 123, Issue 5, May 2013, Pages 1729–1749
Journal: Stochastic Processes and their Applications - Volume 123, Issue 5, May 2013, Pages 1729–1749
نویسندگان
Rüdiger Murr,