Calculus on random integral mappings Ih,r(a,b] and their domains
Abstract
It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random integral form. Domains are characterized in may ways. Compositions (iterated integrals) can be expressed as a single random integral mapping. Finally, all obtained results are illustrated by examples.
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