Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings

DOI10.5486/PMD.2019.8289zbMath1438.60015arXiv1711.00890OpenAlexW2968644250MaRDI QIDQ5231859

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Publication date: 4 September 2019

Published in: Publicationes Mathematicae Debrecen (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.00890

zbMATH Keywords

stochastic integralsmultivariate independently scattered random measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Random measures (60G57)

Related Items (6)

On multivariate fractional random fields: tempering and operator-stable laws ⋮ About atomless random measures on \(\delta \)-rings ⋮ Implicit max-stable extremal integrals ⋮ Multivariate tempered stable random fields ⋮ Multi operator-stable random measures and fields ⋮ Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions

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