Some properties of exponential integrals of Lévy processes and examples

dc.creatorKondo, Hitoshi
dc.creatorMaejima, Makoto
dc.creatorSato, Ken-iti
dc.date2006-06-04
dc.date.accessioned2026-07-07T07:14:46Z
dc.date.available2026-07-07T07:14:46Z
dc.descriptionThe improper stochastic integral $Z=\int_0^{\infty-}\exp(-X_{s-})dY_s$ is studied, where $\{(X_t, Y_t), t \geqslant 0 \}$ is a Lévy process on $\mathbb R ^{1+d}$ with $\{X_t \}$ and $\{Y_t \}$ being $\mathbb R$-valued and $\mathbb R ^d$-valued, respectively. The condition for existence and finiteness of $Z$ is given and then the law $\mathcal L(Z)$ of $Z$ is considered. Some sufficient conditions for $\mathcal L(Z)$ to be selfdecomposable and some sufficient conditions for $\mathcal L(Z)$ to be non-selfdecomposable but semi-selfdecomposable are given. Attention is paid to the case where $d=1$, $\{X_t\}$ is a Poisson process, and $\{X_t\}$ and $\{Y_t\}$ are independent. An example of $Z$ of type $G$ with selfdecomposable mixing distribution is given.
dc.description13 pages
dc.identifierhttps://arxiv.org/abs/math/0606084
dc.identifierhttp://arxiv.org/abs/math/0606084
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/113018
dc.subjectProbability
dc.subject60E07, 60G51, 60H05
dc.titleSome properties of exponential integrals of Lévy processes and examples
dc.typetext

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