Stochastic complex integrals associated with homogeneous independently scattered random measures on the line
DOI:
https://doi.org/10.19195/0208-4147.39.1.14Słowa kluczowe:
Stochastic integral, infinitely divisible distribution, Lévy process, complex integralAbstrakt
Complex integrals associated with homogeneous independently scattered random measures on the line are discussed. Theorems corresponding to Cauchy’s theorem and the residue theorem are given. Furthermore, the converse of Cauchy’s theorem is discussed.
