Multiple stable stochastic integrals: Series representation and absolute continuity of their law (Q1866069): Difference between revisions

The author generalizes the LePage multiple series representation of \textit{G. Samorodnitsky} and \textit{J. Szulga} [Ann. Probab. 17, No.~4, 1503-1520 (1989; Zbl 0689.60051)] for multiple \(\alpha\)-stable stochastic integrals, \(0 < \alpha < 2\), to cover the nonsymmetric case when \(\alpha < 1\). Then he adapts the stratification method of \textit{Yu. A. Davydov} [Theory Probab. Appl. 35, No.~1, 27-37 (1990); translation from Teor. Veroyatn. Primen. 35, No.~1, 51-62 (1990; Zbl 0694.60049)] to prove the absolute continuity of the law of multiple \(\alpha\)-stable integrals with respect to the Lebesgue measure.