English

A calculus on L\'evy exponents and selfdecomposability on Banach spaces

Probability 2010-09-15 v1

Abstract

In infinite dimensional Banach spaces there is no complete characterization of the L\'evy exponents of infinitely divisible probability measures. Here we propose \emph{a calculus on L\'evy exponents} that is derived from some random integrals. As a consequence we prove that \emph{each} selfdecomposable measure can by factorized as another selfdecomposable measure and its background driving measure that is s-selfdecomposable. This complements a result from the paper of Iksanov-Jurek-Schreiber in the Annals of Probability \textbf{32}, 2004.}

Keywords

Cite

@article{arxiv.0811.3752,
  title  = {A calculus on L\'evy exponents and selfdecomposability on Banach spaces},
  author = {Zbigniew J. Jurek},
  journal= {arXiv preprint arXiv:0811.3752},
  year   = {2010}
}

Comments

11 pages

R2 v1 2026-06-21T11:44:27.387Z