Berman's integral for stable noise (Q1600626)

The authors consider a multidimensional integral introduced by \textit{S. M. Berman} [Ann. Math. Stat. 41, 1260-1272 (1970; Zbl 0204.50501)] in the analysis of local time for a stochastic process. Specializing to the case of a stable \((N, 1, \alpha)\) noise, \(1 < \alpha \leq 2\), and a particular assumption on the region of integration they give a proof for an upper bound of this integral and an algorithm for computation.