On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
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Publication:1077082
DOI10.1214/aop/1176992627zbMath0594.60056OpenAlexW1970850258MaRDI QIDQ1077082
Jan Rosiński, Wojbor A. Woyczyński
Publication date: 1986
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176992627
Sample path properties (60G17) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
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