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On processes which are infinitely divisible with respect to time

Roger Mansuy
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Abstract

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.

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Roger Mansuy. 2005-04-20. On processes which are infinitely divisible with respect to time. https://arxiv.org/abs/math/0504408

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