A multiple stochastic integral with respect to a strictly p-stable random measure
DOI10.1214/AOP/1176991786zbMATH Open0648.60064OpenAlexW1973619715MaRDI QIDQ1105282FDOQ1105282
Authors: Wiesław Krakowiak, Jerzy Szulga 
Publication date: 1988
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176991786
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multiple stochastic integralsdecoupling inequalitiesmultilinear contraction principlestrictly p-stable random measure
Probability theory on linear topological spaces (60B11) Random measures (60G57) Geometry and structure of normed linear spaces (46B20) Stochastic integrals (60H05) Forms of degree higher than two (11E76)
Cited In (16)
- Resampling \(U\)-statistics using \(p\)-stable laws
- A REMARK ON STOCHASTIC OSCILLATORY INTEGRALS WITH RESPECT TO A PINNED WIENER MEASURE
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- Sample path properties of stochastic processes represented as multiple stable integrals
- On the Henstock-Fubini theorem for multiple stochastic integrals
- Hypercontraction principle and random multilinear forms
- On the multiple stable integral
- Some Geometric Properties of Spaces Associated with Multiple Stable Integrals
- Multiple stochastic integrals with respect to symmetric infinitely divisible random measures
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- Absolute continuity of joint laws of multiple stable stochastic integrals
- Multiple integration with respect to Poisson and Lévy processes
- Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
- Limit distributions of U-statistics resambled by symmetric stable laws
- Multiple stable integrals of Banach-valued functions
- Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings
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