On processes which are infinitely divisible with respect to time
概率论
2007-05-23 v1
摘要
The aim of this short note is to present the notion of IDT processes, which is a wide generalization of L\'{e}vy processes obtained from a modified infinitely divisible property. Special attention is put on a number of examples, in order to clarify how much the IDT processes either differ from, or resemble to, L\'{e}vy processes.
关键词
引用
@article{arxiv.math/0504408,
title = {On processes which are infinitely divisible with respect to time},
author = {Roger Mansuy},
journal= {arXiv preprint arXiv:math/0504408},
year = {2007}
}