The origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula

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dc.creatorMainardi, Francesco
dc.creatorRogosin, Sergei
dc.date2008-01-12
dc.date.accessioned2026-07-07T08:54:13Z
dc.date.available2026-07-07T08:54:13Z
dc.descriptionThe article provides an historical survey of the early contributions on infinitely divisible distributions starting from the pioneering works of de Finetti in 1929 up to the canonical forms developed in the thirties by Kolmogorov, Levy and Khintchine. Particular attention is paid to single out the personal contributions of the above authors that were published in Italian, French or Russian during the period 1929-1938. In Appendix we report the translation from the Russian into English of a fundamental paper by Khintchine published in Moscow in 1937.
dc.description26 pages
dc.identifierhttps://arxiv.org/abs/0801.1910
dc.identifierhttp://arxiv.org/abs/0801.1910
dc.identifierMathematical Methods in Economics and Finance (MMEF), Vol 1 (2006), pp 37-55
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/145848
dc.subjectHistory and Overview
dc.subjectProbability
dc.subject60E07; 60E10; 60G51; 01A70
dc.titleThe origin of infinitely divisible distributions: from de Finetti's problem to Levy-Khintchine formula
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