Remarks on the factorization property of some random integrals

DOI10.1016/J.SPL.2014.07.021MaRDI QIDQ467021zbMATH OpenOpenAlexFDO

Authors Zbigniew J. Jurek

Publication date 3 November 2014

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

Full work available at URL https://doi.org/10.1016/j.spl.2014.07.021

zbMATH Keywords

image measuresinfinite divisibilityLévy processproduct measuresrandom integraltensor product

Mathematics Subject Classification ID

General integral transforms (44A05) Convergence of probability measures (60B10) Probability theory on linear topological spaces (60B11) Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05)

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Cites work

• A class of multivariate infinitely divisible distributions related to arcsine density
• An integral representation for selfdecomposable banach space valued random variables
• scientific article; zbMATH DE number 26234 (Why is no real title available?)
• On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
• Representation of certain infinitely divisible probability measures on Banach spaces
• The random integral representation conjecture: a quarter of a century later
• Two families of improper stochastic integrals with respect to Lévy processes

Cited in

(2)

• Remarks on compositions of some random integral mappings
• A Note on a Composition of Two Random Integral Mappings ^βand Some Examples

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