Stochastic complex integrals associated with homogeneous independently scattered random measures on the line

DOI10.19195/0208-4147.39.1.14zbMath1481.60034OpenAlexW3012263801MaRDI QIDQ5227577

Kouji Yamamuro

Publication date: 6 August 2019

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.19195/0208-4147.39.1.14

zbMATH Keywords

infinitely divisible distributionLévy processstochastic integralcomplex integral

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Random measures (60G57)

Related Items (2)

Stochastic complex integrals in a two-dimensional flow ⋮ Random representation of Blasius’ formula through stochastic complex integrals

Cites Work

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• Description of limits of ranges of iterations of stochastic integral mappings of infinitely divisible distributions
• On stochastic set functions. I
• Transformations of infinitely divisible distributions via improper stochastic integrals
• On stochastic set functions. II
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