Series expansions of multiple Lévy integrals (Q1200241): Difference between revisions
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Revision as of 07:51, 11 February 2024
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| English | Series expansions of multiple Lévy integrals |
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Series expansions of multiple Lévy integrals (English)
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17 January 1993
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The author obtains LePage-type series representations for multiple stochastic integrals with respect to an infinitely divisible random measure without a Gaussian component. The integrands are allowed to be Banach space-valued. The Banach-valued case is derived from the simpler case of real, then multidimensional, integrands.
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multiple stochastic integrals
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infinitely divisible random measure
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