# Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings

@article{Kremer2019MultivariateSI, title={Multivariate stochastic integrals with respect to independently scattered random measures on \$\delta\$-rings}, author={Dustin Kremer and Hans-Peter Scheffler}, journal={Publicationes Mathematicae Debrecen}, year={2019} }

In this paper we construct general vector-valued infinite-divisible independently scattered random measures with values in $\mathbb{R}^m$ and their corresponding stochastic integrals. Moreover, given such a random measure, the class of all integrable matrix-valued deterministic functions is characterized in terms of certain characteristics of the random measure. In addition a general construction principle is presented.

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