Characterization of Multidimensional Stable Random Measures by Means of Vector Measures

DOI10.1081/SAP-120028602zbMath1060.60012OpenAlexW2144110288MaRDI QIDQ3158150

Safieh Mahmoodi, Ahmad Reza Soltani

Publication date: 20 January 2005

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sap-120028602

zbMATH Keywords

Radon-Nikodym derivativeBochner integralstochastic integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07)

Cites Work

• The prediction theory of multivariate stochastic processes. I. The regularity condition. - II. The linear predictor
• Some remarks on multivariate stable distributions
• On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
• A characterization theorem for stable random measures
• Some Structure Theorems for the Symmetric Stable Laws
• A representation theorem for symmetric stable processes and stable measures on H
• Exchangeable stable random vectors and their simulations

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