Convergence in variation of the laws of multiple stable integrals
Breton, Jean-Christophe
HAL, hal-00348153 / Harvested from HAL
Text on HAL
Multiple stable integrals generalize Wiener-Itô's ones, their construction is based upon generalized LePage representation [Breton, J. Theor. Probab. vol. 15, 2002]. This approach allows one to study their laws, see [Breton, J. Theor. Probab. vol. 15, 2002] and [Samorodnitsky, Szulga. Ann. Probab. vol. 17, 1989]. We are interested in this note in the continuity for total variation norm of the laws of these integrals I_d(ƒ) with respect to ƒ.
Publié le : 2004-07-05
Classification:  stratification method,  multiple stable stochastic integral,  LePage representation,  random measure,  α-stable,  stratification method.,  (AMS) 60E99, 60G52, 60H05,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{hal-00348153,
     author = {Breton, Jean-Christophe},
     title = {Convergence in variation of the laws of multiple stable integrals},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00348153}
}

Breton, Jean-Christophe. Convergence in variation of the laws of multiple stable integrals. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00348153/