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math.PR2023
Function-measure kernels, self-integrability and uniquely-defined stochastic integrals
Ricardo Carrizo Vergara
In this work we study the self-integral of a function-measure kernel and its importance on stochastic integration. A continuous-function measure kernel over $D \subset \mathbb{…
math.PR2022
Karhunen-Loève expansion of Random Measures
Ricardo Carrizo Vergara
We present an orthogonal expansion for real, function-regulated, second-order random measures over with measure covariance. Such a expansion, which can be seen as…