Absolute continuity of joint laws of multiple stable integrals
type: Item
instance of: scholarly article
title: Absolute continuity of joint laws of multiple stable integrals
zbMATH Open document ID: 0998.60017
DOI: 10.1016/S1631-073X(02)02243-4
author: Jean-Christophe Breton
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2002-08-04T00:00:00Z
review text: This note continues the study initiated in a previous paper by the same author [ibid. 331, No. 9, 717-720 (2000; Zbl 0969.60059)]. It gives conditions ensuring the absolute continuity of joint laws of multiple stable integrals.
reviewed by: Thomas Simon
Mathematics Subject Classification ID: 60E07
zbMATH DE Number: 1744367
zbMATH Keywords: absolute continuity
zbMATH Keywords: stable integrals
MaRDI profile type: Publication
cites work: Multiple stable integrals: Representation, absolute continuity of their law
cites work: Fibering method in some probabilistic problems
cites work: On Distributions of Multiple Wiener–ITô Integrals
cites work: Q4382655
cites work: An asymptotic evaluation of the tail of a multiple symmetric \(\alpha\)- stable integral
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description: scientific article; zbMATH DE number 1744367