Remarks on compositions of some random integral mappings
Probability
2021-09-07 v1
Abstract
The random integral mappings (some type of functionals of L\'evy processes) are continuous homomorphisms between convolution subsemigroups of the semigroup of all infinitely divisible measures. Compositions of those random integrals (mappings) can be always expressed as another single random integral mapping. That fact is illustrated by some old and new examples.
Cite
@article{arxiv.2010.00328,
title = {Remarks on compositions of some random integral mappings},
author = {Zbigniew J. Jurek},
journal= {arXiv preprint arXiv:2010.00328},
year = {2021}
}
Comments
arXiv admin note: substantial text overlap with arXiv:1210.5990