| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152055 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
It is shown that some convolution semigroups of infinitely divisible measures are invariant under certain random integral mappings. We characterize the coincidence of random integrals for s-selfdecomposable and selfdecomposable distributions. Some applications are given to the moving average fractional Lévy process (MAFLP).
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Zbigniew J. Jurek,