Abstract
Infinitely divisible stochastic processes form a broad family whose structure is reasonably well understood. A stochastic process \({\bigl (X(t),\,t \in T\bigr )}\) is said to be infinitely divisible if for every n = 1, 2, …, there is a stochastic process \(\bigl( Y(t),\, t\in T\bigr)\) such that
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Samorodnitsky, G. (2016). Infinitely Divisible Processes. In: Stochastic Processes and Long Range Dependence. Springer Series in Operations Research and Financial Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-45575-4_3
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DOI: https://doi.org/10.1007/978-3-319-45575-4_3
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