A multiple stochastic integral with respect to a strictly p-stable random measure

DOI10.1214/AOP/1176991786MaRDI QIDQ1105282zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

multiple stochastic integralsdecoupling inequalitiesmultilinear contraction principlestrictly p-stable random measure

Mathematics Subject Classification ID

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)

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Cited in

(16)

• Sample path properties of stochastic processes represented as multiple stable integrals
• Resampling \(U\)-statistics using \(p\)-stable laws
• Hypercontraction principle and random multilinear forms
• Multiple stable integrals of Banach-valued functions
• Limit distributions of U-statistics resambled by symmetric stable laws
• On the multiple stable integral
• A REMARK ON STOCHASTIC OSCILLATORY INTEGRALS WITH RESPECT TO A PINNED WIENER MEASURE
• scientific article; zbMATH DE number 4062287 (Why is no real title available?)
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• On the Henstock-Fubini theorem for multiple stochastic integrals
• Multivariate stochastic integrals with respect to independently scattered random measures on $\delta$-rings
• Absolute continuity of joint laws of multiple stable stochastic integrals
• Multiple stochastic integrals with respect to symmetric infinitely divisible random measures
• Some Geometric Properties of Spaces Associated with Multiple Stable Integrals
• Multiple integration with respect to Poisson and Lévy processes
• Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes

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