Some Geometric Properties of Spaces Associated with Multiple Stable Integrals

DOI10.2307/2159882zbMath0821.46017OpenAlexW4250344138MaRDI QIDQ4286402

Jerzy Szulga

Publication date: 28 September 1995

Full work available at URL: https://doi.org/10.2307/2159882

zbMATH Keywords

Banach latticeconvexificationRademacher typemultiple stochastic integralstable distribution\(p\)-convexity\(p\)-concavity\(L^ p\)-space\(F\)-latticeproperties of vector lattices of multiply integrable functions with respect to a symmetric stable process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Geometry and structure of normed linear spaces (46B20) Banach lattices (46B42) Stochastic integrals (60H05) Ordered topological linear spaces, vector lattices (46A40) Ordered normed spaces (46B40)

Cites Work

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• A note on hypercontractivity of stable random variables
• Orlicz spaces and modular spaces
• Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators
• Random multilinear forms
• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Hypercontraction principle and random multilinear forms
• A multiple stochastic integral with respect to a strictly p-stable random measure
• Multiple integration with respect to Poisson and Lévy processes

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