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Series expansions of multiple Lévy integrals |
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| Authors: | Jerzy Szulga |
| Affiliation: | (1) Auburn University, 36849 Auburn, Alabama |
| Abstract: | Multiple stochastic integrals with respect to an infinitely divisible symmetric random measure without a Gaussian component admit LePage-type representations by means of certain multiple random series. |
| Keywords: | Stochastic integral multiple stochastic integral infinitely divisible random measure random series random fields Poisson process Lé vy measure normed spaces |
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