B. Jasiulis-Gołdyn

activity

20132021

most citedLévy processes and stochastic integrals in the sense of generalized convolutions

22 citations · 26 across the 10 of their papers we have counts for

collaborators

Showing 2014 · math.PRShow all

3 papers · 2 filters

math.PR2014

Kendall random walks

Barbara H. Jasiulis-Gołdyn

The paper deals with a new class of random walks strictly connected with the Pareto distribution. We consider stochastic processes in the sense of generalized convolution or weak g…

math.PR2014

Weak Lévy-Khintchine representation for weak infinite divisibility

B. H. Jasiulis-Gołdyn, J. K. Misiewicz

A random vector $X$ is weakly stable iff for all $a, b \in R$ there exists a random variable $Θ$ such that $a X + b X^{'} = d X Θ$ , where $X…

math.PR2014

Classical definitions of the Poisson process do not coincide in the case of generalized convolutions

B. H. Jasiulis-Gołdyn, J. K. Misiewicz

In the paper we consider a generalizations of the notion of Poisson process to the case when classical convolution is replaced by generalized convolution in the sense of K. Urbanik…