Summary
In the paper various characterizations of full operator-semistable operator Lévy's measures on finite dimensional vector spaces are presented. They are given in terms of: 1. some decomposability properties; 2. the characteristic functions; 3. stochastic integrals. Also a number of decomposability properities, especially for a full operator Lévy's measure, are obtained.
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Łuczak, A. Operator-semistable operator Lévy's measures on finite dimensional vector spaces. Probab. Th. Rel. Fields 90, 317–340 (1991). https://doi.org/10.1007/BF01193749
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DOI: https://doi.org/10.1007/BF01193749