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.
Reference
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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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DOI: https://doi.org/10.1007/BF00334205
Keywords
- Stochastic Process
- Probability Theory
- Statistical Theory
- Vector Measure