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Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2003-2
January 2003

The Lévy-Ito decomposition of an independently scattered random measure


Jan Pedersen


The relations between additive processes and independently scattered random measures are studied. In particular we derive a Lévy-Ito decomposition of independently scattered random measures on $mathbb{R}^{k}$

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