Existence of a double random integral with respect to stable measures

DOI10.1016/0047-259X(83)90014-3MaRDI QIDQ1837981zbMATH OpenOpenAlexFDO

Authors Jerzy Szulga, Wojbor A. Woyczyński

Publication date 1983

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0047-259x(83)90014-3

zbMATH Keywords

stable random measurestable process with independent incrementsdouble random integral

Mathematics Subject Classification ID

Random measures (60G57) Stochastic integrals (60H05)

Cites work

• scientific article; zbMATH DE number 3137662 (Why is no real title available?)
• scientific article; zbMATH DE number 3720054 (Why is no real title available?)
• scientific article; zbMATH DE number 3787764 (Why is no real title available?)
• scientific article; zbMATH DE number 3249399 (Why is no real title available?)
• Convergence of Quadratic Forms in Independent Random Variables
• Linear Processes Generated by Independent Random Variables
• Random Linear Functionals
• Some Structure Theorems for the Symmetric Stable Laws
• Stable Laws and the Imbedding of L p Spaces
• Stochastic integrals in the plane
• Transformations of Wiener Integrals Under a General Class of Linear Transformations
• Weak martingales and stochastic integrals in the plane

Cited in

(3)

• On the multiple stable integral
• Multi-linear measure theory and multiple stochastic integration
• Iterated stochastic integrals and random velocity fluctuations

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