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Selfdecomposability of moving average fractional Lévy processes

Authors:	Serge CohenMakoto Maejima

Institution:	^a Université de Toulouse, Université Paul Sabatier, Institut de Mathématiques de Toulouse, F-31062 Toulouse, France ^b Department of Mathematics, Keio University, 3-14-1, Hiyoshi, Kohoku-ku, Yokohama 223-8522, Japan

Abstract:	We study the relationships between the selfdecomposability of marginal distributions or finite dimensional distributions of moving average fractional Lévy processes and distributions of their driving Lévy processes.

Keywords:	60E07 60G60
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