On processes which are infinitely divisible with respect to time

Mathematics – Probability

Scientific paper

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Scientific paper

The aim of this short note is to present the notion of IDT processes, which
is a wide generalization of L\'{e}vy processes obtained from a modified
infinitely divisible property. Special attention is put on a number of
examples, in order to clarify how much the IDT processes either differ from, or
resemble to, L\'{e}vy processes.

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