most citedStochastic integral characterizations of semi-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes

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math.PR2009★ 1 cited

Stochastic integral characterizations of semi-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes

Makoto Maejima, Yohei Ueda

In this paper, three topics on semi-selfdecomposable distributions are studied. The first one is to characterize semi-selfdecomposable distributions by stochastic integrals with re…