On Itô stochastic integral with respect to vector stable random measures

zbMATH Open0885.60041MaRDI QIDQ1373084FDOQ1373084

Authors: Dang Hung Thang 

Publication date: 20 April 1998

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

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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)

Cited In (7)

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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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