Fubini theorem for multiparameter stable process

DOI10.1016/j.joems.2011.09.010zbMath1260.60095OpenAlexW2001017789MaRDI QIDQ450172

Mohamed Erraoui, Youssef Ouknine

Publication date: 13 September 2012

Published in: Journal of the Egyptian Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.joems.2011.09.010

zbMATH Keywords

stable processesintegration by partsLévy functionalsFubini's theoremstable sheet

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stable stochastic processes (60G52)

Cites Work

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• Time reversal on Lévy processes
• Fubini's theorem for double Wiener integrals and the variance of the Brownian path
• An explanation of the Ciesielski-Taylor theorem
• On quadratic functionals of the Brownian sheet and related processes
• Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law
• Goodness-of-fit tests on a circle

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