Ken-iti Sato

most citedTransformations of infinitely divisible distributions via improper stochastic integrals

27 citations · 27 across the 3 of their papers we have counts for

collaborators

3 papers

math.PR2007

The limits of nested subclasses of several classes of infinitely divisible distributions are identical with the closure of the class of stable distributions

Makoto Maejima, Ken-iti Sato

It is shown that the limits of the nested subclasses of five classes of infinitely divisible distributions on $R^{d}$ , which are the Jurek class, the Goldie-Steutel-Bondesson class,…

math.PR2007

Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups

Ken-iti Sato

Extension of two known facts concerning subordination is made. The first fact is that, in subordination of 1-dimensional Brownian motion with drift, selfdecomposability is inherite…

math.PR2007★ 27 cited

Transformations of infinitely divisible distributions via improper stochastic integrals

Ken-iti Sato

Let $X^{(μ)} (d s)$ be an $R^{d}$ -valued homogeneous independently scattered random measure over $R$ having $μ$ as the distribution of $X^{(μ)} ((t, t + 1])$ . Let $f (s)$ …