ABSTRACT

This chapter is devoted to stochastic processes that give rise to infinitely divisible distributions or that are otherwise connected to infinite divisibility. The processes with stationary and independent increments (siiprocesses), which are at the heart of infinite divisibility, were discussed in Chapter I, and turned up in several subsequent chapters; here they will only be considered in passing. Since some of the subjects discussed in this chapter are of a rather specialistic nature, we shall not give full proofs of all results presented; in fact, we shall sometimes give no proof at all.