Abstract
Equivalent upper and lower bounds for the $L^1$ norm of Hilbert space valued infinitely divisible random variables are obtained and used to find bounds for different types of stochastic integrals.
Citation
Michael Marcus. Jan Rosinski. "$L^1$-Norm of Infinitely Divisible Random Vectors and Certain Stochastic Integrals." Electron. Commun. Probab. 6 15 - 29, 2001. https://doi.org/10.1214/ECP.v6-1031
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