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Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
completely selfdecomposable distribution infinitely divisible dis-tribution
2011/1/17
For infinitely divisible distributions on Rd the stochastic integral map-ping f is defined as the distribution of improper stochastic integral R∞−0 f(s)dX() s ,where f(s) is a non-random f...
A class of asynchronous matrix multi-splitting multi-parameter
relaxation methods, including the asynchronous matrix multisplitting
SAOR, SSOR and SGS methods as well as the known asynchronous matri...