On the multiple stable integral

DOI10.1007/BF00531871MaRDI QIDQ3694366zbMATH OpenFDO

Authors Donatas Surgailis

Publication date 1985

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Lorentz-Zygmund spacesinterpolation theoremmultiple stable integralmultiple Poisson integral

Mathematics Subject Classification ID

Random measures (60G57) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Stochastic integrals (60H05)

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Cites work

• scientific article; zbMATH DE number 3835015 (Why is no real title available?)
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• Approximation Theorems of Mathematical Statistics
• Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
• Existence of a double random integral with respect to stable measures
• Multilinear forms in Pareto-like random variables and product random measures
• Multiple Wiener-Ito integrals. With applications to limit theorems
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• The multiple stochastic integral

Cited in

(11)

• Berman's integral for stable noise
• scientific article; zbMATH DE number 4062287 (Why is no real title available?)
• Hypercontraction principle and random multilinear forms
• Convergence in variation of the laws of multiple stable integrals.
• scientific article; zbMATH DE number 4098409 (Why is no real title available?)
• Absolute continuity of joint laws of multiple stable stochastic integrals
• Multiple stable integrals: Representation, absolute continuity of their law
• Multiple integration with respect to Poisson and Lévy processes
• Multiple stable integrals of Banach-valued functions
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Iterated stochastic integrals and random velocity fluctuations

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