Spectral representations of infinitely divisible processes (Q1112451)
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Spectral representations of infinitely divisible processes (English)
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1989
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The spectral representations for arbitrary discrete parameter infinitely divisible processes as well as for (centered) continuous parameter infinitely divisible processes, which are separable in probability, are obtained. The main tools used for the proofs are (i) a ``polar- factorization'' of an arbitrary Lévy measure on a separable Hilbert space, and (ii) the Wiener-type stochastic integrals of non-random functions relative to arbitrary ``infinitely divisible noise''.
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spectral representation
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infinitely divisible processes
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Wiener-type stochastic integrals
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