Improper integrals of distributions
نویسندگان
چکیده
منابع مشابه
Transformations of infinitely divisible distributions via improper stochastic integrals
Let X(ds) be an R-valued homogeneous independently scattered random measure over R having μ as the distribution of X ((t, t+1]). Let f(s) be a nonrandom measurable function on an open interval (a, b) where −∞ 6 a < b 6 ∞. The improper stochastic integral ∫ b− a+ f(s)X(ds) is studied. Its distribution Φf (μ) defines a mapping from μ to an infinitely divisible distribution on R. Three modificatio...
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ژورنال
عنوان ژورنال: Studia Mathematica
سال: 1987
ISSN: 0039-3223,1730-6337
DOI: 10.4064/sm-86-3-205-220