On a p-stable multiple integral. I, II

DOI10.1007/BF00334205zbMath0628.60066OpenAlexW4245274962MaRDI QIDQ1093249

Wiesław Krakowiak, Jerzy Szulga

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00334205

zbMATH Keywords

vector measurerandom multilinear formsmultiple p-stable stochastic integralproduct of random p-stable measures

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Vector-valued set functions, measures and integrals (28B05) Stochastic integrals (60H05) Summability and bases; functional analytic aspects of frames in Banach and Hilbert spaces (46B15) Radon-Nikodým, Kre?n-Milman and related properties (46B22) Probability theory on linear topological spaces (60B11)

Related Items (5)

Order of magnitude bounds for expectations of \(\Delta_2\)-functions of nonnegative random bilinear forms and generalized \(U\)-statistics ⋮ On theL²-Theory of product stochastic measures and multiple wiener–ito integrals ⋮ Multiple stable integrals of Banach-valued functions ⋮ Sample path properties of stochastic processes represented as multiple stable integrals ⋮ Inequalities for tails of adapted processes with an application to Wald's lemma

Cites Work

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• Random multilinear forms
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Hypercontraction principle and random multilinear forms
• Sufficient condition for Pareto optimization in Banach spaces
• Hitting probabilities of killed brownian motion : a study on geometric regularity

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