A Multiple Stochastic Integral with Respect to a Strictly $p$-Stable Random Measure
Krakowiak, Wieslaw ; Szulga, Jerzy
Ann. Probab., Tome 16 (1988) no. 4, p. 764-777 / Harvested from Project Euclid
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A construction of multiple stochastic integrals with respect to a strictly $p$-stable random measure is given, $0 < p \leq 2$. The integrands are Banach space-valued deterministic functions.
Publié le : 1988-04-14
Classification:  Multiple stochastic integral,  strictly $p$-stable measure,  vector measures,  multilinear random forms,  decoupling inequalities,  contraction principle,  Marcinkiewicz-Paley-Zygmund condition,  60H05,  10C10,  60G57,  46B20 
@article{1176991786,
     author = {Krakowiak, Wieslaw and Szulga, Jerzy},
     title = {A Multiple Stochastic Integral with Respect to a Strictly $p$-Stable Random Measure},
     journal = {Ann. Probab.},
     volume = {16},
     number = {4},
     year = {1988},
     pages = { 764-777},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176991786}
}

Krakowiak, Wieslaw; Szulga, Jerzy. A Multiple Stochastic Integral with Respect to a Strictly $p$-Stable Random Measure. Ann. Probab., Tome 16 (1988) no. 4, pp.  764-777. http://gdmltest.u-ga.fr/item/1176991786/