Convergence in variation of the joint laws of multiple stable stochastic integrals

MaRDI QIDQ5454092zbMATH OpenFDO

Authors Jean-Christophe Breton

Publication date 3 April 2008

zbMATH Keywords

multiple stochastic integralsstable processconvergence in variationLePage representationmethod of superstructure

Mathematics Subject Classification ID

Random measures (60G57) Limit theorems in probability theory (60F99) Stable stochastic processes (60G52) Stochastic integrals (60H05)

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Cited in

(6)

• Convergence in variation of the joint laws of multiple Wiener-Itô integrals
• Absolute continuity of joint laws of multiple stable integrals
• Multiple stable stochastic integrals: Series representation and absolute continuity of their law
• Convergence in variation of the laws of multiple stable integrals.
• Absolute continuity of joint laws of multiple stable stochastic integrals
• Stable convergence of generalized \(L^{2}\) stochastic integrals and the principle of conditioning

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