Year: 2005
Type: preprint
Abstract: The aim of this short note is to present the notion of IDT processes, which is a wide generalization of Lévy 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, Lévy processes.
Source: arXiv (Cornell University)
Author: Mansuy, Roger
Institution: Laboratoire de Probabilités et Modèles Aléatoires
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1621382467