Dyadic approximation of double integrals with respect to symmetric stable processes (Q1819822)

Fubini's theorem essentially states that a double integral of a measurable function may equivalently be defined as an iterated integral or as a limit of integrals of step functions. In this paper such a Fubini type theorem is given for double stochastic integrals with respect to symmetric stable processes. This result shows that the study of such random double integrals can be reduced to the study of random quadratic forms in independent stable random variables.