Multiple stochastic integrals with respect to an infinitely divisible symmetric random measure are constructed for integrands taking values in a Banach space.
Publié le : 1991-07-14
Classification:
Stochastic integral,
multiple stochastic integral,
integral,
infinitely divisible random measure,
Poisson process,
multiple Wiener integral,
Hilbert space,
Banach space,
60H05,
60G57
@article{1176990338,
author = {Szulga, Jerzy},
title = {Multiple Stochastic Integrals with Respect to Symmetric Infinitely Divisible Random Measures},
journal = {Ann. Probab.},
volume = {19},
number = {4},
year = {1991},
pages = { 1145-1156},
language = {en},
url = {http://dml.mathdoc.fr/item/1176990338}
}
Szulga, Jerzy. Multiple Stochastic Integrals with Respect to Symmetric Infinitely Divisible Random Measures. Ann. Probab., Tome 19 (1991) no. 4, pp. 1145-1156. http://gdmltest.u-ga.fr/item/1176990338/