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math.PR2021★ 1 cited
Lévy Processes, Generalized Moments and Uniform Integrability
David Berger, Franziska Kühn, René L. Schilling
We give new proofs of certain equivalent conditions for the existence of generalized moments of a Lévy process ; in particular, the existence of a generalized -…
math.PR2018★ 6 cited
A probabilistic proof of Schoenberg's theorem
Franziska Kühn, René L. Schilling
Assume that , , is for every dimension the characteristic function of an infinitely divisible random variable . By a classical res…