Eisenbaum, Nathalie; Rosiński, Jan Lévy measures of infinitely divisible positive processes: examples and distributional identities. (English) Zbl 07814330 Adamczak, Radosław (ed.) et al., High dimensional probability IX. The ethereal volume. Selected papers based on the presentations at the 9th conference, virtual, June 15–19, 2020. Cham: Springer. Prog. Probab. 80, 297-324 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60E05 60E07 60G51 60G57 60G55 PDFBibTeX XMLCite \textit{N. Eisenbaum} and \textit{J. Rosiński}, Prog. Probab. 80, 297--324 (2023; Zbl 07814330) Full Text: DOI arXiv
Rosiński, Jan Representations and isomorphism identities for infinitely divisible processes. (English) Zbl 1439.60021 Ann. Probab. 46, No. 6, 3229-3274 (2018). Reviewer: Alexander Iksanov (Kiev) MSC: 60E07 60G15 60G17 60G51 60G60 PDFBibTeX XMLCite \textit{J. Rosiński}, Ann. Probab. 46, No. 6, 3229--3274 (2018; Zbl 1439.60021) Full Text: DOI arXiv Euclid
Basse-O’Connor, Andreas; Rosiński, Jan On infinitely divisible semimartingales. (English) Zbl 1408.60034 Probab. Theory Relat. Fields 164, No. 1-2, 133-163 (2016). MSC: 60G48 60H05 60G51 60G17 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} and \textit{J. Rosiński}, Probab. Theory Relat. Fields 164, No. 1--2, 133--163 (2016; Zbl 1408.60034) Full Text: DOI arXiv
Maejima, Makoto; Rosiński, Jan; Ueda, Yohei Stochastic integral and series representations for strictly stable distributions. (English) Zbl 1328.60044 J. Theor. Probab. 28, No. 3, 989-1006 (2015). MSC: 60E07 60H05 PDFBibTeX XMLCite \textit{M. Maejima} et al., J. Theor. Probab. 28, No. 3, 989--1006 (2015; Zbl 1328.60044) Full Text: DOI arXiv
Borowiecka-Olszewska, M.; Jasiulis-Gołdyn, B. H.; Misiewicz, J. K.; Rosiński, J. Lévy processes and stochastic integrals in the sense of generalized convolutions. (English) Zbl 1333.60091 Bernoulli 21, No. 4, 2513-2551 (2015). MSC: 60G51 60H05 60G57 60E07 PDFBibTeX XMLCite \textit{M. Borowiecka-Olszewska} et al., Bernoulli 21, No. 4, 2513--2551 (2015; Zbl 1333.60091) Full Text: DOI arXiv Euclid
Damek, Ewa; Mikosch, Thomas; Rosiński, Jan; Samorodnitsky, Gennady General inverse problems for regular variation. (English) Zbl 1314.60049 J. Appl. Probab. 51A, Spec. Vol., 229-248 (2014). MSC: 60E05 60F05 PDFBibTeX XMLCite \textit{E. Damek} et al., J. Appl. Probab. 51A, 229--248 (2014; Zbl 1314.60049) Full Text: DOI arXiv Euclid
Nourdin, Ivan; Rosiński, Jan Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. (English) Zbl 1301.60026 Ann. Probab. 42, No. 2, 497-526 (2014). Reviewer: Tae Il Jeon (Taejon) MSC: 60F05 60G15 60H05 60H07 PDFBibTeX XMLCite \textit{I. Nourdin} and \textit{J. Rosiński}, Ann. Probab. 42, No. 2, 497--526 (2014; Zbl 1301.60026) Full Text: DOI arXiv Euclid
Basse-O’Connor, Andreas; Rosiński, Jan Characterization of the finite variation property for a class of stationary increment infinitely divisible processes. (English) Zbl 1297.60021 Stochastic Processes Appl. 123, No. 6, 1871-1890 (2013). MSC: 60G10 60E07 60F20 60G48 60H05 60G51 60G17 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} and \textit{J. Rosiński}, Stochastic Processes Appl. 123, No. 6, 1871--1890 (2013; Zbl 1297.60021) Full Text: DOI arXiv
Basse-O’Connor, Andreas; Rosiński, Jan On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes. (English) Zbl 1287.60055 Ann. Probab. 41, No. 6, 4317-4341 (2013). MSC: 60G50 60G52 60G17 PDFBibTeX XMLCite \textit{A. Basse-O'Connor} and \textit{J. Rosiński}, Ann. Probab. 41, No. 6, 4317--4341 (2013; Zbl 1287.60055) Full Text: DOI arXiv
Yen, Steven T.; Rosiński, Jan Conditional means of the dependent variable in a double-selection model: the roles of diet and exercise in body weight. (English) Zbl 1201.62135 Econ. Lett. 109, No. 2, 75-78 (2010). MSC: 62P10 PDFBibTeX XMLCite \textit{S. T. Yen} and \textit{J. Rosiński}, Econ. Lett. 109, No. 2, 75--78 (2010; Zbl 1201.62135) Full Text: DOI
Cohen, Serge; Meerschaert, Mark M.; Rosiński, Jan Modeling and simulation with operator scaling. (English) Zbl 1222.60033 Stochastic Processes Appl. 120, No. 12, 2390-2411 (2010). Reviewer: Antonis Papapantoleon (Berlin) MSC: 60G18 60G51 65C05 PDFBibTeX XMLCite \textit{S. Cohen} et al., Stochastic Processes Appl. 120, No. 12, 2390--2411 (2010; Zbl 1222.60033) Full Text: DOI arXiv
Jacobsen, Martin; Mikosch, Thomas; Rosiński, Jan; Samorodnitsky, Gennady Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws. (English) Zbl 1171.60309 Ann. Appl. Probab. 19, No. 1, 210-242 (2009). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 60E05 60E07 PDFBibTeX XMLCite \textit{M. Jacobsen} et al., Ann. Appl. Probab. 19, No. 1, 210--242 (2009; Zbl 1171.60309) Full Text: DOI arXiv
Aoyama, Takahiro; Maejima, Makoto; Rosiński, Jan A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\). (English) Zbl 1146.60013 J. Theor. Probab. 21, No. 1, 14-34 (2008). Reviewer: D. N. Shanbhag (Sheffield) MSC: 60E07 60E05 62H10 60G51 PDFBibTeX XMLCite \textit{T. Aoyama} et al., J. Theor. Probab. 21, No. 1, 14--34 (2008; Zbl 1146.60013) Full Text: DOI
Rosiński, Jan Tempering stable processes. (English) Zbl 1118.60037 Stochastic Processes Appl. 117, No. 6, 677-707 (2007). MSC: 60G52 60E07 60E10 60G51 PDFBibTeX XMLCite \textit{J. Rosiński}, Stochastic Processes Appl. 117, No. 6, 677--707 (2007; Zbl 1118.60037) Full Text: DOI
Kwapień, Stanisław; Rosiński, Jan Asymptotic bounds for infinitely divisible sequences. (English) Zbl 1105.60025 Stochastic Processes Appl. 116, No. 11, 1622-1635 (2006). MSC: 60G17 60G15 60G52 PDFBibTeX XMLCite \textit{S. Kwapień} and \textit{J. Rosiński}, Stochastic Processes Appl. 116, No. 11, 1622--1635 (2006; Zbl 1105.60025) Full Text: DOI
Marcus, Michael B.; Rosiński, Jan Continuity and boundedness of infinitely divisible processes: A Poisson point process approach. (English) Zbl 1071.60025 J. Theor. Probab. 18, No. 1, 109-160 (2005). MSC: 60G17 60G55 PDFBibTeX XMLCite \textit{M. B. Marcus} and \textit{J. Rosiński}, J. Theor. Probab. 18, No. 1, 109--160 (2005; Zbl 1071.60025) Full Text: DOI
Rosiński, Jan Decomposition of stationary \(\alpha\)-stable random fields. (English) Zbl 1044.60039 Ann. Probab. 28, No. 4, 1797-1813 (2000). MSC: 60G60 60G52 60G57 60E07 60G10 PDFBibTeX XMLCite \textit{J. Rosiński}, Ann. Probab. 28, No. 4, 1797--1813 (2000; Zbl 1044.60039) Full Text: DOI
Rosiński, Jan; Żak, Tomasz Simple conditions for mixing of infinitely divisible processes. (English) Zbl 0849.60031 Stochastic Processes Appl. 61, No. 2, 277-288 (1996). MSC: 60G10 60E07 PDFBibTeX XMLCite \textit{J. Rosiński} and \textit{T. Żak}, Stochastic Processes Appl. 61, No. 2, 277--288 (1996; Zbl 0849.60031) Full Text: DOI
Rosinski, Jan On uniqueness of the spectral representation of stable processes. (English) Zbl 0805.60030 J. Theor. Probab. 7, No. 3, 615-634 (1994). Reviewer: P.A.Morettin (São Paulo) MSC: 60G10 60G12 PDFBibTeX XMLCite \textit{J. Rosinski}, J. Theor. Probab. 7, No. 3, 615--634 (1994; Zbl 0805.60030) Full Text: DOI
Rosinski, Jan; Samorodnitsky, Gennady; Taqqu, Murad S. Sample path properties of stochastic processes represented as multiple stable integrals. (English) Zbl 0751.60037 J. Multivariate Anal. 37, No. 1, 115-134 (1991). Reviewer: J.Szulga (Auburn) MSC: 60G17 60E07 60H05 PDFBibTeX XMLCite \textit{J. Rosinski} et al., J. Multivariate Anal. 37, No. 1, 115--134 (1991; Zbl 0751.60037) Full Text: DOI
Cambanis, Stamatis; Nolan, John P.; Rosinski, Jan On the oscillation of infinitely divisible and some other processes. (English) Zbl 0709.60040 Stochastic Processes Appl. 35, No. 1, 87-97 (1990). Reviewer: W.Bryc MSC: 60G17 60E07 PDFBibTeX XMLCite \textit{S. Cambanis} et al., Stochastic Processes Appl. 35, No. 1, 87--97 (1990; Zbl 0709.60040) Full Text: DOI
Rosinski, Jan On path properties of certain infinitely divisible processes. (English) Zbl 0715.60051 Stochastic Processes Appl. 33, No. 1, 73-87 (1989). MSC: 60G17 60G57 60E07 PDFBibTeX XMLCite \textit{J. Rosinski}, Stochastic Processes Appl. 33, No. 1, 73--87 (1989; Zbl 0715.60051) Full Text: DOI
Rajput, Balram S.; Rosinski, Jan Spectral representations of infinitely divisible processes. (English) Zbl 0659.60078 Probab. Theory Relat. Fields 82, No. 3, 451-487 (1989). MSC: 60H05 60E07 60G57 PDFBibTeX XMLCite \textit{B. S. Rajput} and \textit{J. Rosinski}, Probab. Theory Relat. Fields 82, No. 3, 451--487 (1989; Zbl 0659.60078) Full Text: DOI
Rosinski, Jan On stochastic integral representation of stable processes with sample paths in Banach spaces. (English) Zbl 0606.60041 J. Multivariate Anal. 20, 277-302 (1986). Reviewer: A.Weron MSC: 60G17 60H05 60B12 60E07 60B11 PDFBibTeX XMLCite \textit{J. Rosinski}, J. Multivariate Anal. 20, 277--302 (1986; Zbl 0606.60041) Full Text: DOI