Operator-semistable operator Lévy's measures on finite dimensional vector spaces (Q810994)
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English | Operator-semistable operator Lévy's measures on finite dimensional vector spaces |
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Operator-semistable operator Lévy's measures on finite dimensional vector spaces (English)
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1991
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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.
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operator-semistable operator Lévy's measures
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decomposability properties
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characteristic functions
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stochastic integrals
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