On a p-stable multiple integral. I, II (Q1093249)
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scientific article; zbMATH DE number 4022296
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| English | On a p-stable multiple integral. I, II |
scientific article; zbMATH DE number 4022296 |
Statements
On a p-stable multiple integral. I, II (English)
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1988
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We construct a multiple p-stable stochastic integral as a Dunford type integral with respect to an \(L^ q\)-valued vector measure, \(1\leq q<p\leq 2\).
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multiple p-stable stochastic integral
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vector measure
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random multilinear forms
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product of random p-stable measures
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