\(L^1\)-norm of infinitely divisible random vectors and certain stochastic integrals
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Publication:5936799
DOI10.1214/ECP.v6-1031zbMath0976.60027MaRDI 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
60E07: Infinitely divisible distributions; stable distributions
60E15: Inequalities; stochastic orderings
60H05: Stochastic integrals
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