Stochastic complex integrals associated with homogeneous independently scattered random measures on the line

• Autorzy: Yamamuro Kouji

Identyfikatory

DOI

10.19195/0208-4147.39.1.14

• Języki publikacji: EN

Abstrakty

EN

Complex integrals associated with homogeneous independently scattered random measures on the line are discussed. Theorems corresponding to Cauchy’s theorem and the residue theorem are given. Furthermore, the converse of Cauchy’s theorem is discussed.

Słowa kluczowe

EN

stochastic integral; infinitely divisible distribution; Lévy process; complex integral

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2019
• Tom: Vol. 39, Fasc. 1
• Strony: 219--236
• Opis fizyczny: Bibliogr. 24 poz.

Twórcy

autor

Yamamuro Kouji

• Faculty of Engineering, Gifu University, Gifu 501-1193, Japan

Bibliografia

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