A constructive approach to the law equivalence of infinitely divisible random measures (Q1805024)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A constructive approach to the law equivalence of infinitely divisible random measures |
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A constructive approach to the law equivalence of infinitely divisible random measures (English)
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13 March 1996
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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.
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equivalence of measures
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infinitely divisible random measures
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Poissonian random measure
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