期刊
ELECTRONIC COMMUNICATIONS IN PROBABILITY
卷 14, 期 -, 页码 358-371出版社
UNIV WASHINGTON, DEPT MATHEMATICS
DOI: 10.1214/ECP.v14-1487
关键词
infinitely divisible distribution on R-d; stochastic integral representation
This paper introduces and studies a family of new classes of infinitely divisible distributions on R-d with two parameters. Depending on parameters, these classes connect the Goldie-Steutel-Bondesson class and the class of generalized type G distributions, connect the Thorin class and the class M, and connect the class M and the class of generalized type G distributions. These classes are characterized by stochastic integral representations with respect to Levy processes.
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