Lévy measures of infinitely divisible positive processes - examples and distributional identities
Résumé
The law of a positive infinitely divisible process with no drift is characterized by its Lévy measure on the paths space. Based on recent results of the two authors, it is shown that even for simple examples of such process, the knowledge of their Lévy measures allows to obtain remarkable distributional identities.
Domaines
Mathématiques [math]| Origine | Fichiers produits par l'(les) auteur(s) |
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