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Stochastic integral representations of F-selfdecomposable and F-semi-selfdecomposable distributions
2016
Communications on Stochastic Analysis
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We study two specific mappings defined on the class of infinitely divisible distributions on Z + with finite log-moments. As a consequence, we re-derive some known stochastic integral representations for Fselfdecomposable distributions and obtain some new ones for F-semi-selfdecomposable distributions. Stochastic integral representations for discrete distributions in nested subclasses of F-selfdecomposable and F-semi-selfdecomposable distributions are established via the iterates of the
doi:10.31390/cosa.10.1.02
fatcat:d6yvs2347rgf7pglilgxv5gcly