Multiple stable stochastic integrals: Series representation and absolute continuity of their law
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Publication:1866069
DOI10.1023/A:1020684519458zbMath1011.60031MaRDI QIDQ1866069
Publication date: 3 April 2003
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1020684519458
stable processes; random measures; stratification method; stable stochastic integrals; LePage representation
60H05: Stochastic integrals
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