Dyadic approximation of double integrals with respect to symmetric stable processes

DOI10.1016/0304-4149(86)90009-8MaRDI QIDQ1819822zbMATH OpenOpenAlexFDO

Authors Terry R. McConnell, Murad S. Taqqu

Publication date 1986

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://hdl.handle.net/1813/8552

zbMATH Keywords

double stochastic integralssymmetric stable processes

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Review text

Fubini's theorem essentially states that a double integral of a measurable function may equivalently be defined as an iterated integral or as a limit of integrals of step functions. In this paper such a Fubini type theorem is given for double stochastic integrals with respect to symmetric stable processes. This result shows that the study of such random double integrals can be reduced to the study of random quadratic forms in independent stable random variables.

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Cites work

• scientific article; zbMATH DE number 3956135 (Why is no real title available?)
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Cited in

(5)

• Decoupling of Banach-valued multilinear forms in independent symmetric Banach-valued random variables
• Comparison of moments for tangent sequences of random variables
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• Fubini theorem for multiparameter stable process
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