Stochastic complex integrals associated with homogeneous independently scattered random measures on the line

DOI10.19195/0208-4147.39.1.14MaRDI QIDQ5227577zbMATH OpenOpenAlexFDO

Authors Kouji Yamamuro

Publication date 6 August 2019

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.19195/0208-4147.39.1.14

zbMATH Keywords

stochastic integralinfinitely divisible distributioncomplex integralLévy process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Stochastic integrals (60H05)

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Cited in

(4)

• Stochastic complex integrals in a two-dimensional flow
• Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings
• Random representation of Blasius' formula through stochastic complex integrals
• Iterated stochastic integrals and random velocity fluctuations

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