Generalized Lévy stochastic areas and se
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Zbigniew J. Jurek
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Article
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2003
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Elsevier Science
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English
⚖ 243 KB
We show that a conditional characteristic function of generalized LÃ evy stochastic areas can be viewed as a product a selfdecomposable distribution (i.e., LÃ evy class L distribution) and its background driving characteristic function. This provides a stochastic interpretation for a ratio of some B