On the multiple stable integral
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Publication:3694366
DOI10.1007/BF00531871zbMATH Open0574.60061MaRDI QIDQ3694366FDOQ3694366
Publication date: 1985
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
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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)
Cites Work
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- Multiple Wiener-Ito integrals. With applications to limit theorems
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- On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
- The multiple stochastic integral
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- Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
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- Multilinear forms in Pareto-like random variables and product random measures
- Existence of a double random integral with respect to stable measures
Cited In (11)
- Berman's integral for stable noise
- Title not available (Why is that?)
- Hypercontraction principle and random multilinear forms
- Convergence in variation of the laws of multiple stable integrals.
- Title not available (Why is that?)
- 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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