Filtern
Volltext vorhanden
- nein (2)
Dokumenttyp
- Wissenschaftlicher Artikel (2) (entfernen)
Sprache
- Englisch (2)
Gehört zur Bibliographie
- ja (2)
Schlagworte
- Counting process (1)
- Duality formula (1)
- Infinite divisibility (1)
- Integration by parts formula (1)
- Levy processes (1)
- Malliavin calculus (1)
- Random measures (1)
- bridge (1)
- duality formula (1)
- reciprocal class (1)
Institut
- Institut für Mathematik (2) (entfernen)
Processes with independent increments are proven to be the unique solutions of duality formulas. This result is based on a simple characterization of infinitely divisible random vectors by a functional equation in which a difference operator appears. This operator is constructed by a variational method and compared to approaches involving chaos decompositions. We also obtain a related characterization of infinitely divisible random measures.