@article{Murr2013, author = {Murr, R{\"u}diger}, title = {Characterization of infinite divisibility by duality formulas application to Levy processes and random measures}, series = {Stochastic processes and their application}, volume = {123}, journal = {Stochastic processes and their application}, number = {5}, publisher = {Elsevier}, address = {Amsterdam}, issn = {0304-4149}, doi = {10.1016/j.spa.2012.12.012}, pages = {1729 -- 1749}, year = {2013}, abstract = {Processes with independent increments are proven to be the unique solutions of duality formulas. This result is based on a simple characterization of infinitely divisible random vectors by a functional equation in which a difference operator appears. This operator is constructed by a variational method and compared to approaches involving chaos decompositions. We also obtain a related characterization of infinitely divisible random measures.}, language = {en} }