About atomless random measures on \(\delta \)-rings

DOI10.1016/j.spl.2020.108805zbMath1455.60068OpenAlexW3027580752MaRDI QIDQ2006753

Yanyan Li

Publication date: 12 October 2020

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108805

zbMATH Keywords

infinite divisibilitystochastic integralsindependently scattered random measures\( \delta \)-ringsatomless random measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Random measures (60G57)

Cites Work

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• Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings
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