On processes which are infinitely divisible with respect to time
Résumé
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.
Domaines
Probabilités [math.PR]
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