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On a p-stable multiple integral. I
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  • Published: July 1988

On a p-stable multiple integral. I

  • W. Krakowiak1 &
  • J. Szulga1 

Probability Theory and Related Fields volume 78, pages 437–448 (1988)Cite this article

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  • 5 Citations

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Summary

We construct a multiple p-stable stochastic integral as a Dunford type integral with respect to a L q-valued vector measure, 1qp≦2.

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Authors and Affiliations

  1. Institute of Mathematics, Wrocŀaw University, Pl. Grunwaldzki 2-4, PL-50-384, Wrocŀaw, Poland

    W. Krakowiak & J. Szulga

Authors
  1. W. Krakowiak
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  2. J. Szulga
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Krakowiak, W., Szulga, J. On a p-stable multiple integral. I. Probab. Th. Rel. Fields 78, 437–448 (1988). https://doi.org/10.1007/BF00334205

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  • Received: 24 April 1985

  • Revised: 26 January 1988

  • Issue Date: July 1988

  • DOI: https://doi.org/10.1007/BF00334205

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Keywords

  • Stochastic Process
  • Probability Theory
  • Statistical Theory
  • Vector Measure
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