L1-norm of infinitely divisible random vectors and certain stochastic integrals

Electronic Communications in Probability

Volumn 6, Issue , 2001, Pages 15-29

  Marcus, Michael B ^a   Rosiński, Jan ^b  

^a CITY COLLEGE OF NEW YORK   (United States)

^b UNIVERSITY OF TENNESSEE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0005211668     PISSN: None     EISSN: 1083589X     Source Type: Journal    
DOI: 10.1214/ECP.v6-1031     Document Type: Article

References (7)

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3. I.I. Gihman and A.V. Skorohod. The Theory of Stochastic Processes, Vol. 2, Springer, Berlin, 1975.
4. M.J. Klass. Precision bounds for the relative error in the approximation of E|A„| and extensions. Ann. Probab., 8: 350-367, 1980.
5. S. Kwapien and W.A. Woyczyhski. Random Series and Stochastic Integrals: Single and Multiple. Probability and its Applications Birkhauser, 1992.
6. M. B. Marcus and J. Rosmski. Continuity of stochastic integrals with respect to infinitely divisible random measures. Preprint.
7. K. R. Parthasarathy. Probability measures on metric spaces, Academic Press, New York, 1967.