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math.PR2009★ 6 cited
Classes of infinitely divisible distributions on R^d related to the class of selfdecomposable distributions
Makoto Maejima, Muneya Matsui, Mayo Suzuki
This paper studies new classes of infinitely divisible distributions on R^d. Firstly, the connecting classes with a continuous parameter between the Jurek class and the class of se…
math.PR2009
New Classes of Infinitely Divisible Distributions Related to the Goldie-Steutel-Bondesson Class
Takahiro Aoyama, Alexander Lindner, Makoto Maejima
Recently, many classes of infinitely divisible distributions on R^d have been characterized in several ways. Among others, the first way is to use Levy measures, the second one is…
math.PR2006
Some properties of exponential integrals of Lévy processes and examples
Hitoshi Kondo, Makoto Maejima, Ken-iti Sato
The improper stochastic integral is studied, where is a Lévy process on with an…