Absolute continuity of joint laws of multiple stable stochastic integrals

DOI10.1007/s10959-004-2575-5zbMath1078.60042OpenAlexW2076508440MaRDI QIDQ1776116

Jean-Christophe Breton

Publication date: 20 May 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-004-2575-5

zbMATH Keywords

random measureSkorokhod spacestratification methodLePage representation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (1)

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

Cites Work

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• An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
• Multiple stable integrals of Banach-valued functions
• Fibering method in some probabilistic problems
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Double stochastic integrals, random quadratic forms and random series in Orlicz spaces
• A multiple stochastic integral with respect to a strictly p-stable random measure
• Multiple stable stochastic integrals: Series representation and absolute continuity of their law
• On Distributions of Multiple Wiener–ITô Integrals
• On the multiple stable integral

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