On stochastic integral representation of stable processes with sample paths in Banach spaces (Q1084754)

The author studies symmetric \(\alpha\)-stable processes given by the stochastic integral \[ X(t)=\int h(t,s)dM(s),\quad t\in T. \] They are determined by the kernel h and the control measure m of the process M. It is shown that the kernel h admits a modification with all sections h(\(\cdot,s)\) in a separable Banach space V(T) for processes having sample paths in V(T). This enables the author to use results from the theory of stable measures on Banach spaces. Bounds for the moments of the norm of sample paths of X are obtained by using some ideas of \textit{M. B. Marcus} and \textit{G. Pisier} [Acta Math. 152, 245-301 (1984; Zbl 0547.60047)]. This yields definite bounds for the moments of a double \(\alpha\)-stable integral. Also a short and new proof of Fubini's type result is given. As a consequence of these results a characterization of the absolute continuity of sample paths of X is obtained. Along with the above stochastic integral representation of stable processes, the representation of stable random vectors due to \textit{R. LePage}, \textit{M. Woodroofe} and \textit{J. Zinn} [Ann. Probab. 9, 624-632 (1981; Zbl 0465.60031)] is extensively used. The relationship between these two representations is established.