Multiple stable integrals: Representation, absolute continuity of their law

DOI10.1016/S0764-4442(00)01713-4MaRDI QIDQ2704632zbMATH OpenOpenAlexFDO

Authors Jean-Christophe Breton

Publication date 7 May 2001

Published in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(00)01713-4

zbMATH Keywords

absolute continuityLePage representationstable integral

Mathematics Subject Classification ID

Stochastic integrals (60H05)

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(8)

• Integral representations of one-dimensional projections for multivariate stable densities
• Convergence in variation of the laws of multiple stable integrals.
• Absolute continuity of joint laws of multiple stable integrals
• Multiple stable stochastic integrals: Series representation and absolute continuity of their law
• A few surprising integrals
• The random integral representation conjecture: a quarter of a century later
• scientific article; zbMATH DE number 16136 (Why is no real title available?)
• Stochastic integral and series representations for strictly stable distributions

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