Título: $L^1$-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
Autores: Marcus, Michael B.; The City College of CUNY
Rosinski, Jan; University of Tennessee
Fecha: 2001-01-01
Publicador: Electronic communications in probability
Fuente:
Tipo: Peer-reviewed Article

Tema: Mathematics
Infinitely divisible random variables, stochastic integrals
60E07, 60E15, 60H05
Descripción: Equivalent upper and lower bounds for the $L^1$ norm of Hilbert space valued infinitely divisible random variables are obtained and used to find bounds for different types of stochastic integrals.
Idioma: Inglés

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