Fubini theorem for multiparameter stable process (Q450172)
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scientific article; zbMATH DE number 6081789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fubini theorem for multiparameter stable process |
scientific article; zbMATH DE number 6081789 |
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Fubini theorem for multiparameter stable process (English)
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13 September 2012
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This paper focuses on the stochastic Fubini theorem for general stable measure which are then used to develop some identities in law for functionals of one and two-parameter stable processes. Finally, this result is used to establish the integration by parts formula for stable sheet.
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integration by parts
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Fubini's theorem
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stable processes
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stable sheet
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Lévy functionals
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