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Absolute continuity conditions for multivariate infinitely divisible distributions and their applications

机译:多元无限可整分布的绝对连续性条件及其应用

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摘要

Two sufficient conditions for absolute continuity with respect to the Lebesgue measure of multivariate infinitely divisible distributions are given. These conditions are applied for proofs of absolute continuity of infinitely divisible distributions whose Lévy measures have generalized polar decomposition with absolutely continuous radial part (GPDACR), defined in section 4 of the paper. Moreover, one of the conditions is applied to a proof of necessary and sufficient condition for the absolute continuity of transition probabilities of OU-type processes driven by Lévy processes.
机译:给出了关于多元无限可整分布的Lebesgue测度的绝对连续性的两个充分条件。这些条件用于证明无限可分分布的绝对连续性,其Lévy测度具有广义极化分解和绝对连续径向部分(GPDACR),如本文第4节所定义。此外,条件之一适用于证明由Lévy过程驱动的OU类型过程的转移概率的绝对连续性的必要条件和充分条件。

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