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$L^1$-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals


 
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1. Title Title of document $L^1$-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals
 
2. Creator Author's name, affiliation, country Michael B. Marcus; The City College of CUNY
 
2. Creator Author's name, affiliation, country Jan Rosinski; University of Tennessee
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Infinitely divisible random variables, stochastic integrals
 
3. Subject Subject classification 60E07, 60E15, 60H05
 
4. Description Abstract Equivalent upper and lower bounds for the $L^1$ norm of Hilbert space valued infinitely divisible random variables are obtained and used to find bounds for different types of stochastic integrals.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2001-01-10
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1031
 
10. Identifier Digital Object Identifier 10.1214/ECP.v6-1031
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 6
 
12. Language English=en en
 
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