Invariant measures under random integral mappings and marginal distributions of fractional L\'evy processes
Abstract
It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings Ih,r(a,b] defined in () below. The converse implication is specified for the semigroups of generalized s-selfdecomposable and selfdecomposable distributions. Some application are given to the moving average fractional L\'evy process (MAFLP).
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