On the multiple stable integral

DOI10.1007/BF00531871zbMath0574.60061MaRDI QIDQ3694366

Donatas Surgailis

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

interpolation theoremLorentz-Zygmund spacesmultiple stable integralmultiple Poisson integral

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Stochastic integrals (60H05) Random measures (60G57)

Related Items (4)

Hypercontraction principle and random multilinear forms ⋮ Multiple stable integrals of Banach-valued functions ⋮ Absolute continuity of joint laws of multiple stable stochastic integrals ⋮ Multiple integration with respect to Poisson and Lévy processes

Cites Work

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• Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Multiple Wiener-Ito integrals. With applications to limit theorems
• Existence of a double random integral with respect to stable measures
• Approximation Theorems of Mathematical Statistics
• Multilinear forms in Pareto-like random variables and product random measures
• The multiple stochastic integral

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