Convergence in variation of the laws of multiple stable integrals.

DOI10.1016/j.crma.2003.11.020zbMath1037.60051OpenAlexW2093185495MaRDI QIDQ1426590

Jean-Christophe Breton

Publication date: 15 March 2004

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2003.11.020

zbMATH Keywords

convergence in lawconvergence in variation\(\alpha\)-stable processesstable stochastic integralsLePage representation

Mathematics Subject Classification ID

Stochastic integrals (60H05) Convergence of probability measures (60B10)

Related Items

Convergence in variation of the joint laws of multiple Wiener-Itô integrals

Cites Work

• An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
• Multiple stable stochastic integrals: Series representation and absolute continuity of their law
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