Random Measure Algebras Under O-dot Product and Morse-Transue Integral Convolution

Jason Hong Jae Park

International Journal of Statistics and Probability, 2019, vol. 8, issue 6, 73

Abstract: In this article, we consider two operations of random measures- O-dot product and the convolution product by Morse-Transue integral. With these two operations, we construct algebras of random measures. Also we investigate further on the explicit forms of the products of Wiener processes by O-dot operation and by Morse-Transue integral convolution.

Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:ibn:ijspjl:v:8:y:2019:i:6:p:73

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