Characterization of multidimensional stable random measures by means of vector measures

被引:1
作者
Soltani, AR
Mahmoodi, S
机构
[1] Kuwait Univ, Fac Sci, Dept Stat & Operat Res, Kuwait 13060, Kuwait
[2] Shiraz Univ, Coll Sci, Dept Stat, Shiraz, Iran
关键词
multivariate stable random measures; stochastic integral; bochner integral; radon nikodym derivative;
D O I
10.1081/SAP-120028602
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In connection with a symmetric a stable random measure 4) on a measurable space (F,F) with values in R-d, a complete metric space. of symmetric finite measures on Sd-1 is constructed, and is employed to characterize the law of (D by a unique positive measure on 9 and a unique function on F x R-d. The stochastic integral integral(F) f dPhi is also defined for certain d x d matrix valued functions f, which for alpha = 2 reduces to the Wiener-Masani integral.
引用
收藏
页码:449 / 457
页数:9
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