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Briggs, Vera Darlene 1
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Journal of Multivariate Analysis 1
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Densities for infinitely divisible random processes
Briggs, Vera Darlene - In: Journal of Multivariate Analysis 5 (1975) 2, pp. 178-205
Let {[xi]j(t), t [set membership, variant] [0, T]} J = 1, 2 be infinitely divisible processes with distinct Poisson components and no Gaussian components. Let X be the set of all real-valued functions on [0, T] which are not identically zero, and be the [sigma]-ring generated by the cylinder...
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