\(L^1\)-norm of infinitely divisible random vectors and certain stochastic integrals
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Publication:5936799
DOI10.1214/ECP.v6-1031zbMath0976.60027OpenAlexW1974105988MaRDI QIDQ5936799
Michael B. Marcus, Jan Rosiński
Publication date: 9 July 2001
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/121466
Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05)
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