Class L of multivariate distributions and its subclasses

By Ken-iti Sato. 1980

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1. Ole E. Barndorff-Nielsen
2. M. Maejima
3. Ken-iti Sato
4. Jan Pedersen
5. N. Shephard
6. V. Todorov
7. Tim Bollerslev
8. Robert Stelzer

Citations in the corpus

• Multivariate subordination, self-decomposability and stability (2001, methodology): “Introduction Subordination of a Lévy process {X(t)} by a positive Lévy process, or subordinator, {T (t)} is an extensively studied area; see, in particular, Bertoin (1996), (1999), and Sato (1999). From the viewpoint of theory as well as applications it is of interest to extend the study to multivar”
• STOCHASTIC INTEGRALS WITH RESPECT TO L´ EVY PROCESSES AND INFINITELY DIVISIBLE DISTRIBUTIONS (2011, result): “and the study by Sato [40] and others followed.”
• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations (2006, methodology): “A characterization of distributions in the class Lm(R d) in terms of Lévy measures is given as follows (Sato 1980).”