Absolute continuity of joint laws of multiple stable stochastic integrals

DOI10.1007/S10959-004-2575-5MaRDI QIDQ1776116zbMATH OpenOpenAlexFDO

Authors Jean-Christophe Breton

Publication date 20 May 2005

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

Full work available at URL https://doi.org/10.1007/s10959-004-2575-5

zbMATH Keywords

random measureSkorokhod spacestratification methodLePage representation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 614990 (Why is no real title available?)
• scientific article; zbMATH DE number 1131457 (Why is no real title available?)
• A multiple stochastic integral with respect to a strictly p-stable random measure
• An asymptotic evaluation of the tail of a multiple symmetric - stable integral
• Double stochastic integrals, random quadratic forms and random series in Orlicz spaces
• Fibering method in some probabilistic problems
• Multiple stable integrals of Banach-valued functions
• Multiple stable stochastic integrals: Series representation and absolute continuity of their law
• On Distributions of Multiple Wiener–ITô Integrals
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• On the multiple stable integral

Cited in

(5)

• Absolute continuity of joint laws of multiple stable integrals
• Convergence in variation of the joint laws of multiple stable stochastic integrals
• Multiple stable stochastic integrals: Series representation and absolute continuity of their law
• Convergence in variation of the joint laws of multiple Wiener-Itô integrals
• Multiple stable integrals: Representation, absolute continuity of their law

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