On a p-stable multiple integral. I, II (Q1093249)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On a p-stable multiple integral. I, II
scientific article

    Statements

    On a p-stable multiple integral. I, II (English)
    0 references
    0 references
    0 references
    0 references
    1988
    0 references
    We construct a multiple p-stable stochastic integral as a Dunford type integral with respect to an \(L^ q\)-valued vector measure, \(1\leq q<p\leq 2\).
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    multiple p-stable stochastic integral
    0 references
    vector measure
    0 references
    random multilinear forms
    0 references
    product of random p-stable measures
    0 references