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Contents of PMS, Vol. 39, Fasc. 1,
pages 219 - 236
 

STOCHASTIC COMPLEX INTEGRALS ASSOCIATED WITH HOMOGENEOUS INDEPENDENTLY SCATTERED RANDOM MEASURES ON THE LINE

Kouji Yamamuro

Abstract: 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.

2000 AMS Mathematics Subject Classification: Primary: 60E07; Secondary: 60H05.

Keywords and phrases: Stochastic integral, infinitely divisible distribution, Lévy process, complex integral.

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