A multiple stochastic integral with respect to a strictly p-stable random measure

DOI10.1214/aop/1176991786zbMath0648.60064OpenAlexW1973619715MaRDI QIDQ1105282

Wiesław Krakowiak, Jerzy Szulga

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991786

zbMATH Keywords

multiple stochastic integralsdecoupling inequalitiesmultilinear contraction principlestrictly p-stable random measure

Mathematics Subject Classification ID

Forms of degree higher than two (11E76) Geometry and structure of normed linear spaces (46B20) Stochastic integrals (60H05) Random measures (60G57) Probability theory on linear topological spaces (60B11)

Related Items (9)

Hypercontraction principle and random multilinear forms ⋮ Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes ⋮ Multiple stable integrals of Banach-valued functions ⋮ Sample path properties of stochastic processes represented as multiple stable integrals ⋮ Some Geometric Properties of Spaces Associated with Multiple Stable Integrals ⋮ Limit distributions of U-statistics resambled by symmetric stable laws ⋮ Absolute continuity of joint laws of multiple stable stochastic integrals ⋮ Resampling \(U\)-statistics using \(p\)-stable laws ⋮ Multiple integration with respect to Poisson and Lévy processes

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