On Itô stochastic integral with respect to vector stable random measures

zbMath0885.60041MaRDI QIDQ1373084

Dang Hung Thang

Publication date: 20 April 1998

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

stochastic integralcovariance operatorstable random measuresmoothable Banach spacecharacteristic measure

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57) Vector-valued measures and integration (46G10)

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