On Itô stochastic integral with respect to vector stable random measures

MaRDI QIDQ1373084zbMATH OpenFDO

Authors Dang Hung Thang

Publication date 20 April 1998

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

covariance operatorstochastic integralstable random measuresmoothable Banach spacecharacteristic measure

Mathematics Subject Classification ID

Random measures (60G57) Vector-valued measures and integration (46G10) Stochastic integrals (60H05)

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• The Itô integral for Brownian motion in vector lattices. I
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals

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