On a p-stable multiple integral. I, II

DOI10.1007/BF00334205zbMath0628.60066MaRDI QIDQ1093249

Wiesław Krakowiak, Jerzy Szulga

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00334205

zbMATH Keywords

vector measure; random multilinear forms; multiple p-stable stochastic integral; product of random p-stable measures

Mathematics Subject Classification ID

60E07: Infinitely divisible distributions; stable distributions

28B05: Vector-valued set functions, measures and integrals

60H05: Stochastic integrals

46B15: Summability and bases; functional analytic aspects of frames in Banach and Hilbert spaces

46B22: Radon-Nikodým, Kre?n-Milman and related properties

60B11: Probability theory on linear topological spaces

Related Items

Multiple stable integrals of Banach-valued functions, Sample path properties of stochastic processes represented as multiple stable integrals, Inequalities for tails of adapted processes with an application to Wald's lemma, Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics, On theL²-Theory of product stochastic measures and multiple wiener–ito integrals

Cites Work

• Random multilinear forms
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Hypercontraction principle and random multilinear forms
• Sufficient condition for Pareto optimization in Banach spaces
• Hitting probabilities of killed brownian motion : a study on geometric regularity
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