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- W2051493 abstract "In this article we consider fractional Levy fields, which are obtained as integrals of a deterministic kernel with respect to a Levy random measure. Actually the kernel is such that if the Levy random measure is a Brownian random measure the fractional Levy field is a fractional Brownian motion. We show that the selfdecomposability of the driving Levy random measure is a sucient but not a necessary condition to have selfdecomposability of one dimensional margins of the fractional Levy field. Moreover we show that there is an equivalence between selfdecomposability as a process of the driving Levy random measure and of the fractional Levy process." @default.
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- W2051493 date "2009-01-01" @default.
- W2051493 modified "2023-09-27" @default.
- W2051493 title "Selfdecomposability of Fractional Levy Fields" @default.
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