Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings

2019/95/1-2 (3) — DOI: 10.5486/PMD.2019.8289 — pp. 39-66

Authors: Dustin Kremer and Hans-Peter Scheffler

Abstract:

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Keywords: multivariate independently scattered random measures (ISRM), stochastic integrals with respect to ISRMs

Mathematics Subject Classification: 60E07, 60G57, 60H05