Random Measure Algebras Under O-dot Product and Morse-Transue Integral Convolution

Jason Hong Jae Park
2019 International Journal of Statistics and Probability  
In this article, we consider two operations of random measures: O-dot product and the convolution product by Morse-Transue integral. With these two operations, we construct algebras of random measures. Also we investigate further on the explicit forms of the products of Wiener processes by O-dot operation and by Morse-Transue integral convolution.
doi:10.5539/ijsp.v8n6p70 fatcat:2gx34vqy2fcmnmrglybt55arna