Existence of a double random integral with respect to stable measures

J. Szulga and W. A. Woyczynski

Journal of Multivariate Analysis, 1983, vol. 13, issue 1, 194-201

Abstract: In this paper, the authors study a double random integral of the form [integral operator]01[integral operator]01f(s,t) M(ds) M(dt), where M(0,t) is a stable process with independent increments. Basically, the Wiener approach is used, and the existence of the above integral is established for a wide class of functions f.

Keywords: Double; random; integral; stable; random; measure; random; quadratic; form (search for similar items in EconPapers)
Date: 1983
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