Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review


    A class of integrals with respect to homogeneous Lévy bases on Rk is considered. In the one-dimensional case k=1 this class corresponds to the selfdecomposable distributions. Necessary and sufficient conditions for existence as well as some representations of the integrals are given. Generalizing the one-dimensional case it is shown that the class of integrals corresponds to Urbanik's class Lk-1(R). Finally, multiparameter Ornstein-Uhlenbeck processes are defined and studied.
    Original languageEnglish
    JournalElectronic Communications in Probability
    Pages (from-to)200-212
    Number of pages13
    Publication statusPublished - 2011


    Dive into the research topics of 'Representations of Urbanik's classes and multiparameter Ornstein-Uhlenbeck processes'. Together they form a unique fingerprint.

    Cite this