Transformations of infinitely divisible distributions via improper stochastic integrals

Details Transformations of infinitely divisible distributions via improper stochastic integrals Transformations of infinitely divisible distributions via improper stochastic integrals

2007-07-04

arxiv.org/abs/0707.0538v1

Mathematics

Probability

44 pages

Scientific paper

Let $X^{(\mu)}(ds)$ be an $\mathbb{R}^d$-valued homogeneous independently scattered random measure over $\mathbb{R}$ having $\mu$ as the distribution of $X^{(\mu)}((t,t+1])$. Let $f(s)$ be a nonrandom measurable function on an open interval $(a,b)$ where $-\infty\leqslant a

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