Selfdecomposability of moving average fractional Lévy processes |
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| Authors: | Serge CohenMakoto Maejima |
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| Affiliation: | a Université de Toulouse, Université Paul Sabatier, Institut de Mathématiques de Toulouse, F-31062 Toulouse, Franceb Department of Mathematics, Keio University, 3-14-1, Hiyoshi, Kohoku-ku, Yokohama 223-8522, Japan |
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| 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. |
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| Keywords: | 60E07 60G60 |
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