Sato, Ken-iti Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions. (English) Zbl 1276.60016 ALEA, Lat. Am. J. Probab. Math. Stat. 8, 1-17 (2011). MSC: 60E07 60G51 60H05 PDFBibTeX XMLCite \textit{K.-i. Sato}, ALEA, Lat. Am. J. Probab. Math. Stat. 8, 1--17 (2011; Zbl 1276.60016) Full Text: arXiv Link
Sato, Ken-iti Transformations of infinitely divisible distributions via improper stochastic integrals. (English) Zbl 1134.60013 ALEA, Lat. Am. J. Probab. Math. Stat. 3, 67-110 (2007). Reviewer: Maria Stolarczyk (Katowice) MSC: 60E07 60G51 60H05 PDFBibTeX XMLCite \textit{K.-i. Sato}, ALEA, Lat. Am. J. Probab. Math. Stat. 3, 67--110 (2007; Zbl 1134.60013) Full Text: arXiv
Sato, Ken-iti Two families of improper stochastic integrals with respect to Lévy processes. (English) Zbl 1113.60049 ALEA, Lat. Am. J. Probab. Math. Stat. 1, 47-87 (2006). Reviewer: Maria Stolarczyk (Katowice) MSC: 60G51 60E07 60H05 PDFBibTeX XMLCite \textit{K.-i. Sato}, ALEA, Lat. Am. J. Probab. Math. Stat. 1, 47--87 (2006; Zbl 1113.60049)