Abstract
The aim of this paper is to state a correspondence between marked Poisson processes and multivariate subordinated Lévy processes. We prove that, under suitable conditions, marked Poisson processes are in law subordinated Brownian motions and we provide their Lévy triplet and characteristic function. We introduce the class of multivariate Gaussian marked Poisson processes and prove that–in law–they are multivariate subordinated Brownian motions.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
