Operator-semistable operator Lévy's measures on finite dimensional vector spaces
Various characterizations of full operator-semistable operator Lévy's measures on finite-dimensional vector spaces are presented. They are given in terms of: 1. some decomposability properties; 2. the characteristic functions; 3. stochastic integrals. Also a number of decomposability properties, especially for a full operator Lévy's measure, are obtained.
operator-semistable operator Lévy's measures
scientific article; zbMATH DE number 4215040
scientific article