Multiple stochastic integrals with respect to symmetric infinitely divisible random measures (Q1176365)

The author constructs a multiple stochastic integral w.r.t. \(\mathbb{R}^ d\)- valued symmetric infinitely divisible random measures on arbitrary Polish spaces, where the integrands are symmetric Banach space valued Borel functions which vanish on diagonal hyperplanes. He shows that a bounded measurable function of this type is integrable if its support is contained in a cube of finite control measure. Further, he investigates the most important properties of the integral; in particular, a dominated convergence theorem is proved for this integral.