Stochastic complex integrals associated with homogeneous independently scattered random measures on the line
DOI10.19195/0208-4147.39.1.14zbMATH Open1481.60034OpenAlexW3012263801MaRDI QIDQ5227577FDOQ5227577
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
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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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