On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
An Itô-Wiener multiple p-stable integral \(\int...\int f(t_ 1,...,t_ n)M(dt_ 1)...M(dt_ n)\) is constructed. The paper contains a study of maximal and moment inequalities, random time change, and the space of integrable functions. In particular, the latter is completely described in case of double integrals \((n=2)\).
scientific article; zbMATH DE number 3956134