Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 2, pp. 422-429
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The paper gives necessary and sufficient conditions for absolute continuity of a certain class of infinitely divisible distributions in finitedimensional space. As consequences of this results in case of plane the necessary and sufficient conditions are obtained.
Keywords:
multidimensional distribution, infinitely divisible distribution, Levy–Khinchin representation, homogeneous process, absolute continuity.
@article{TVP_1994_39_2_a11,
author = {M. Yamazato},
title = {Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {422--429},
publisher = {mathdoc},
volume = {39},
number = {2},
year = {1994},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_1994_39_2_a11/}
}
TY - JOUR AU - M. Yamazato TI - Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1994 SP - 422 EP - 429 VL - 39 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1994_39_2_a11/ LA - en ID - TVP_1994_39_2_a11 ER -
%0 Journal Article %A M. Yamazato %T Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments %J Teoriâ veroâtnostej i ee primeneniâ %D 1994 %P 422-429 %V 39 %N 2 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_1994_39_2_a11/ %G en %F TVP_1994_39_2_a11
M. Yamazato. Absolute continuity of transition probabilities of multidimensional processes with stationary independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 39 (1994) no. 2, pp. 422-429. http://geodesic.mathdoc.fr/item/TVP_1994_39_2_a11/