11 citations · 14 across the 7 of their papers we have counts for
8 papers
Representations and isomorphism identities for infinitely divisible processes
Jan Rosinski
We propose isomorphism type identities for nonlinear functionals of general infinitely divisible processes. Such identities can be viewed as an analogy of the Cameron-Martin formul…
On infinitely divisible semimartingales
Andreas Basse-O'Connor, Jan Rosiński
Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaus…
Stochastic integral and series representations for strictly stable distributions
Makoto Maejima, Jan Rosinski, Yohei Ueda
In this paper we find and develop a stochastic integral representation for the class of strictly stable distributions. We establish an explicit relationship between stochastic inte…
On the mixing structure of stationary increment and self-similar symmetric α-stable processes
Donatas Surgailis, Jan Rosinski, V. Mandrekar +1
Mixed moving average processes appear in the ergodic decomposition of stationary symmetric α-stable (SαS) processes. They correspond to the dissipative part of "deterministic" flow…
Structure of infinitely divisible semimartingales
Andreas Basse-O'Connor, Jan Rosinski
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An expl…
Spatial Brownian motion in renormalized Poisson potential: A critical case
Xia Chen, Jan Rosinski
Let be a three dimensional Brownian motion and be an independent Poisson field on . It is proved that for any , conditionally on , \label…