• Korean Journal of Mathematics
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• v.8 no.1
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• pp.33-42
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• 2000

We generalize LePage-type representation of infinitely divisible processes and survey type G processes. Finally, we get integral representation and some inequality of processes of type G.

• Communications of the Korean Mathematical Society
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• v.9 no.4
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• pp.961-973
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• 1994

A stochastics process $X = {X(t) : t \in T}$, with an index set T, is said to be infinitely divisible (ID) if its finite dimensional distributions are all ID. An ID process X is said to be a stochastic integral process if $X = {X(t) : t \in T} =^D {\int f_td\Lambda : t \in T}$ where $f : T \times S \to R$ is a deterministic function and $\Lambda$ is an ID random measure on a $\delta$-ring S of subsets of an arbitrary non-empty set S with the property; there exists an increasing sequence ${S_n}$ of sets in S with $U_n S_n = S$. Here $=^D$ denotes equality in all finite dimensional distributions.