A constructive approach to the law equivalence of infinitely divisible random measures
type: Item
instance of: scholarly article
title: A constructive approach to the law equivalence of infinitely divisible random measures
zbMATH Open document ID: 0832.60023
author: Kazuyuki Inoue
published in: Proceedings of the Japan Academy. Series A
publication date: 1996-03-13T00:00:00Z
review text: A construction of infinitely divisible random measures without Gaussian component is presented which is based on a Poissonian random measure. Then this construction is applied to the problem of equivalence for infinitely divisible random measures.
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60G57
Mathematics Subject Classification ID: 60G30
zbMATH DE Number: 751380
zbMATH Keywords: equivalence of measures
zbMATH Keywords: infinitely divisible random measures
zbMATH Keywords: Poissonian random measure
reviewed by: Andrzej Łuczak
MaRDI profile type: Publication
full work available at URL: pjaa.70.282
OpenAlex ID: W1980508606
cites work: Q4114580
cites work: On equivalence of infinite product measures
cites work: Spectral representations of infinitely divisible processes
DOI: 10.3792/PJAA.70.282
description: scientific article; zbMATH DE number 751380