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Representation theorem for multiply self-decomposable probability measures on generalized convolution algebra
Representation theorem multiply self-decomposable probability measures
2009/9/24
Representation theorem for multiply self-decomposable probability measures on generalized convolution algebra。
It is shown that every random closed set X in Rd,
taking its realizations in the extended convex ring, is (up to equivalence)
the union set of a po'int process Y of convex particles with the
same i...
A representation theorem for continuous additive functionals of zero quadratic variation
A representation theorem continuous additive functionals zero quadratic variation
2009/9/22
We study continuous additive functionals of zero
quadratic variation of strong Markov continuous local martingales by
means of stochastic calculus. We show that they admit a representation
as a sto...