Multiple stable integrals of Banach-valued functions

DOI10.1007/BF01045162zbMath0701.60051MaRDI QIDQ914248

Murad S. Taqqu, Gennady Samorodnitsky

Publication date: 1990

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

zbMATH Keywords

tail behaviourmultiple stable integralsprobability tails

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05)

Related Items (4)

Harmonic Analysis and Stochastic Partial Differential Equations: The Stochastic Functional Calculus ⋮ Sample path properties of stochastic processes represented as multiple stable integrals ⋮ Series expansions of multiple Lévy integrals ⋮ Absolute continuity of joint laws of multiple stable stochastic integrals

Cites Work

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• An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
• On path properties of certain infinitely divisible processes
• Random multilinear forms
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• On stochastic integral representation of stable processes with sample paths in Banach spaces
• Decoupling inequalities for polynomial chaos
• Double stochastic integrals, random quadratic forms and random series in Orlicz spaces
• On a p-stable multiple integral. I, II
• A multiple stochastic integral with respect to a strictly p-stable random measure
• On the multiple stable integral
• Some Structure Theorems for the Symmetric Stable Laws

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