M. Bianchi, S. T. Rachev, Y. S. Kim, F. J. Fabozzi, “Tempered infinitely divisible distributions and processes”, Teor. Veroyatnost. i Primenen., 2010, Volume 55, Issue 1,Pages <nobr>59–86</nobr>

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Teor. Veroyatnost. i Primenen., 2010 Volume 55, Issue 1, Pages 59–86 (Mi tvp4176)

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Tempered infinitely divisible distributions and processes

M. Bianchi^a, S. T. Rachev^b, Y. S. Kim^c, F. J. Fabozzi^d

^a Università degli Studi Roma Tre, Dipartimento di Ingegneria Elettronica
^b Institute of Mathematics and Informatics, Bulgarian Academy of Sciences
^c Universität Karlsruhe
^d Yale University

Received: 06.10.2008
Revised: 30.10.2009

Language: English

DOI: 10.4213/tvp4176

English version: Theory of Probability and its Applications, 2011, 55:1, 2–26

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