Multiple stochastic integrals with respect to symmetric infinitely divisible random measures

DOI10.1214/aop/1176990338zbMath0737.60046OpenAlexW1972282074MaRDI QIDQ1176365

Jerzy Szulga

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990338

zbMATH Keywords

multiple stochastic integraldominated convergence theoreminfinitely divisible random measures

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57)

Related Items (4)

Infinitesimal invariance of completely Random Measures for 2D Euler Equations ⋮ Limit theorems for conservative flows on multiple stochastic integrals ⋮ A functional non-central limit theorem for multiple-stable processes with long-range dependence ⋮ Series expansions of multiple Lévy integrals

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