EconPapers    
Economics at your fingertips  
 

A stochastic Fubini theorem for α-stable process

Huiyan Zhao and Siyan Xu

Statistics & Probability Letters, 2020, vol. 160, issue C

Abstract: In this paper, we give an elementary proof of a stochastic Fubini theorem, which says that one can interchange a Lebesgue integral and a stochastic integral with respect to an α-stable (1<α<2) Lévy process. As an application, the equivalence between weak and mild solutions for a class of semi-linear SPDEs with α-stable (1<α<2) noise is established.

Keywords: Stochastic Fubini theorem; α-stable Lévy process; Mild solution; Weak solution (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715220300031
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300031

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2020.108700

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:stapro:v:160:y:2020:i:c:s0167715220300031