A calculus on Lévy exponents and selfdecomposability on Banach spaces

• Autorzy: Jurek Z. J.
• Języki publikacji: EN

Abstrakty

EN

In infinite-dimensional Banach spaces there is no complete characterization of the Lévy exponents of infinitely divisible probability measures. Here we propose a calculus on Lévy exponents that is derived from some random integrals. As a consequence we prove that each selfdecomposable measure can by factorized as another selfdecomposable measure and its background driving measure that is s-selfdecomposable. This complements a result from the paper of Iksanov, Jurek and Schreiber in the Annals of Probability (2004).

Słowa kluczowe

EN

Banach space; selfdecomposable; class L; multiply selfdecomposable; s-selfdecomposable; class U; stable; infinitely divisible; Lévy–Khintchine formula; Lévy exponent; Lévy process; random; integral

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2008
• Tom: Vol. 28, Fasc. 2
• Strony: 271--280
• Opis fizyczny: Bibliogr. 13 poz.

Twórcy

autor

Jurek Z. J.

• Institute of Mathematics, University of Wrocław, pl. Grunwaldzki 2/4, 50-384 Wrocław, Poland

Bibliografia

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