Fubini theorem for multiparameter stable process

DOI10.1016/J.JOEMS.2011.09.010MaRDI QIDQ450172zbMATH OpenOpenAlexFDO

Authors M. Erraoui, Youssef Ouknine

Publication date 13 September 2012

Published in Journal of the Egyptian Mathematical Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.joems.2011.09.010

zbMATH Keywords

Fubini's theoremintegration by partsLévy functionalsstable processesstable sheet

Mathematics Subject Classification ID

Stable stochastic processes (60G52) Stochastic integrals (60H05)

Review text

This paper focuses on the stochastic Fubini theorem for general stable measure which are then used to develop some identities in law for functionals of one and two-parameter stable processes. Finally, this result is used to establish the integration by parts formula for stable sheet.

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Cites work

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Cited in

(6)

• Chevet's theorem for stable processes. II
• A stochastic Fubini theorem for -stable process
• Fatou's Theorem for censored stable processes.
• scientific article; zbMATH DE number 797349 (Why is no real title available?)
• Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law
• On identities in law for some functionals of Lévy processes

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