Existence of a double random integral with respect to stable measures

DOI10.1016/0047-259X(83)90014-3zbMath0508.60045OpenAlexW2036771340MaRDI QIDQ1837981

Wojbor A. Woyczyński, Jerzy Szulga

Publication date: 1983

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(83)90014-3

zbMATH Keywords

stable random measurestable process with independent incrementsdouble random integral

Mathematics Subject Classification ID

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

Related Items (2)

Multi-linear measure theory and multiple stochastic integration ⋮ On the multiple stable integral

Cites Work

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• Stochastic integrals in the plane
• Weak martingales and stochastic integrals in the plane
• Linear Processes Generated by Independent Random Variables
• Stable Laws and the Imbedding of L p Spaces
• Convergence of Quadratic Forms in Independent Random Variables
• Random Linear Functionals
• Some Structure Theorems for the Symmetric Stable Laws
• Transformations of Wiener Integrals Under a General Class of Linear Transformations

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