On a stochastic difference equation and a representation of non-negative infinitely divisible random variables

Authors
Vervaat Wim
Citation
Vervaat Wim, On a stochastic difference equation and a representation of non-negative infinitely divisible random variables, Advances in applied probability , 11(3), 1979, pp. 750-783
Journal title
Advances in applied probability → ACNP
ISSN journal
00018678
Volume
11
Issue
3
Year of publication
1979
Pages
750 - 783
Database
ACNP
SICI code