Remarks on compositions of some random integral mappings
arXiv:2010.00328
Abstract
The random integral mappings (some type of functionals of Lévy processes) are continuous homomorphisms between convolution subsemigroups of the semigroup of all infinitely divisible measures. Compositions of those random integrals (mappings) can be always expressed as another single random integral mapping. That fact is illustrated by some old and new examples.
arXiv admin note: substantial text overlap with arXiv:1210.5990