On processes which are infinitely divisible with respect to time

2005/04/20 by Roger Mansuy, Mansuy, Roger
Mathematics · #60G44 #60G48 #60G51 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:60G44 #msc:60G48 #msc:60G51

paper · pdf · doi:10.48550/arxiv.math/0504408

arxiv created 2005/04/20 · arxiv updated 2009/12/01

Abstract

The aim of this short note is to present the notion of IDT processes, which is a wide generalization of Lévy processes obtained from a modified infinitely divisible property. Special attention is put on a number of examples, in order to clarify how much the IDT processes either differ from, or resemble to, Lévy processes.

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