Ken-iti Sato

activity

20062017

most citedTransformations of infinitely divisible distributions via improper stochastic integrals

27 citations · 87 across the 13 of their papers we have counts for

collaborators

Showing 2010 · math.PRShow all

2 papers · 2 filters

math.PR2010★ 7 cited

Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions

Ken-iti Sato

For infinitely divisible distributions $ρ$ on $R^{d}$ the stochastic integral mapping $Φ_{f} ρ$ is defined as the distribution of improper stochastic integral $\int_0^{\infty-}…

math.PR2010★ 3 cited

Type A Distributions: Infinitely Divisible Distributions Related to Arcsine Density

Makoto Maejima, Victor Perez-Abreu, Ken-iti Sato

Two transformations $A_{1}$ and $A_{2}$ of Lévy measures on $R^{d}$ based on the arcsine density are studied and their relation to general Upsilon tran…