Multiple stable stochastic integrals: Series representation and absolute continuity of their law

DOI10.1023/A:1020684519458zbMath1011.60031OpenAlexW1598601459MaRDI QIDQ1866069

Jean-Christophe Breton

Publication date: 3 April 2003

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

Full work available at URL: https://doi.org/10.1023/a:1020684519458

zbMATH Keywords

stable processesrandom measuresstratification methodstable stochastic integralsLePage representation

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (3)

Convergence in variation of the joint laws of multiple Wiener-Itô integrals ⋮ Convergence in variation of the laws of multiple stable integrals. ⋮ Absolute continuity of joint laws of multiple stable stochastic integrals

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